-24.8%
SNAP vs GTLB
+2.8%
-27.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.6% | +1.1% |
| 7D | +1.5% | +4.6% | -3.1% | -0.2% |
| 30D | +1.9% | +21.0% | -19.1% | -4.9% |
| 3M | -3.9% | +51.7% | -55.6% | -17.2% |
| 6M | +5.2% | +89.3% | -84.0% | -17.6% |
| YTD | -32.7% | +25.6% | -58.3% | -38.6% |
| 1Y | -24.8% | -1.5% | -23.2% | -20.8% |
| All | -24.8% | +2.8% | -27.6% | -20.8% |
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