-39.2%
SNAP vs GTLB
+2.8%
-41.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +2.6% | -3.5% | +6.0% | +3.9% |
| 30D | -19.6% | -9.0% | -10.6% | -16.4% |
| 3M | +0.4% | +15.9% | -15.5% | -4.2% |
| 6M | -5.9% | +104.9% | -110.8% | -26.0% |
| YTD | -35.3% | +26.0% | -61.3% | -41.8% |
| All | -39.2% | +2.8% | -41.9% | -44.2% |
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