+448.6%
GLW vs SNOW
+37.6%
+411.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.4% | +11.1% | +6.2% |
| 7D | +3.8% | +2.8% | +1.0% | +3.3% |
| 30D | -1.3% | +6.4% | -7.8% | -2.1% |
| 3M | -21.8% | +38.1% | -59.9% | -24.3% |
| 6M | +6.9% | +100.4% | -93.5% | -2.0% |
| YTD | +77.2% | +53.7% | +23.4% | +67.4% |
| 1Y | +123.2% | +52.0% | +71.3% | +110.9% |
| 3Y | +400.0% | +114.7% | +285.3% | +340.5% |
| 5Y | +342.8% | +8.8% | +334.0% | +291.6% |
| All | +448.6% | +37.6% | +411.0% | +370.9% |
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 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