+643.2%
GEV vs SNOW
+110.2%
+533.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +8.1% | +4.9% | +3.2% | +7.2% |
| 30D | -1.9% | +1.5% | -3.4% | -2.3% |
| 3M | +4.1% | +39.5% | -35.5% | -0.9% |
| 6M | +23.2% | +85.9% | -62.7% | +10.5% |
| YTD | +48.9% | +52.9% | -4.1% | +39.9% |
| 1Y | +62.2% | +48.1% | +14.1% | +52.7% |
| All | +643.2% | +110.2% | +533.0% | +537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling