+499.0%
GLW vs SNOW
+35.3%
+463.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +16.9% | +8.4% | +8.5% | +15.8% |
| 30D | +7.0% | -1.0% | +7.9% | +6.9% |
| 3M | -3.0% | +38.3% | -41.3% | -6.1% |
| 6M | +31.0% | +81.3% | -50.3% | +21.6% |
| YTD | +93.4% | +51.1% | +42.3% | +83.1% |
| 1Y | +134.7% | +47.0% | +87.8% | +122.6% |
| 3Y | +471.8% | +99.7% | +372.1% | +407.8% |
| 5Y | +394.5% | +3.6% | +390.9% | +338.7% |
| All | +499.0% | +35.3% | +463.7% | +414.9% |
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