+123.2%
GLW vs SNOW
+51.4%
+71.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.4% | +11.1% | +5.3% |
| 7D | +3.8% | +2.8% | +1.0% | +4.0% |
| 30D | -1.3% | +6.4% | -7.8% | -0.9% |
| 3M | -21.8% | +38.1% | -59.9% | -19.1% |
| 6M | +6.9% | +100.4% | -93.5% | +15.4% |
| YTD | +77.2% | +53.7% | +23.4% | +98.3% |
| 1Y | +123.2% | +52.0% | +71.3% | +159.2% |
| All | +123.2% | +51.4% | +71.8% | +159.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling