-41.9%
SNAP vs GTLB
+3.0%
-44.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.6% |
| 7D | -7.3% | -9.6% | +2.2% | -3.5% |
| 30D | -18.9% | -14.5% | -4.5% | -14.0% |
| 3M | -5.3% | +20.9% | -26.2% | -10.9% |
| 6M | -16.9% | +81.4% | -98.3% | -32.3% |
| YTD | -37.4% | +25.6% | -63.0% | -43.2% |
| All | -41.9% | +3.0% | -44.9% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling