+243.8%
GLW vs SNOW
-21.5%
+265.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.5% | +3.7% | +8.6% |
| 7D | -5.9% | +0.2% | -6.0% | -5.8% |
| 30D | -26.0% | -21.1% | -4.9% | -24.0% |
| 3M | -29.9% | -11.9% | -18.0% | -29.0% |
| 6M | -37.8% | +91.0% | -128.7% | -42.8% |
| YTD | +33.1% | +32.7% | +0.4% | +27.4% |
| 1Y | +36.8% | +10.8% | +26.1% | +34.3% |
| 3Y | +356.1% | +86.2% | +269.9% | +302.6% |
| 5Y | +243.8% | -22.7% | +266.5% | +207.8% |
| All | +243.8% | -21.5% | +265.3% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling