+324.9%
GLW vs SNOW
+21.9%
+303.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +15.5% | +10.8% | +4.7% | +14.4% |
| 30D | -19.6% | -16.5% | -3.0% | -18.1% |
| 3M | -28.5% | -10.1% | -18.4% | -27.8% |
| 6M | -39.5% | +96.5% | -136.1% | -44.1% |
| YTD | +37.2% | +36.2% | +1.0% | +31.3% |
| 1Y | +35.4% | +10.7% | +24.7% | +33.0% |
| 3Y | +359.7% | +86.2% | +273.5% | +311.9% |
| 5Y | +244.0% | -22.7% | +266.7% | +211.9% |
| All | +324.9% | +21.9% | +303.0% | +269.3% |
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 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