+632.4%
GEV vs SNOW
+106.1%
+526.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | -2.4% | +4.1% | +2.0% |
| 30D | -7.9% | -1.0% | -7.0% | -8.0% |
| 3M | +5.6% | +36.9% | -31.2% | +0.9% |
| 6M | +13.1% | +83.4% | -70.3% | +1.6% |
| YTD | +46.7% | +50.0% | -3.2% | +38.2% |
| 1Y | +51.3% | +46.5% | +4.8% | +42.4% |
| All | +632.4% | +106.1% | +526.3% | +529.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling