+9.5%
SNOW vs GAP
+10.4%
-0.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -1.6% |
| 7D | -14.5% | +8.0% | -22.5% | -14.5% |
| 30D | -14.3% | +2.7% | -17.0% | -14.2% |
| 3M | -8.3% | +16.0% | -24.3% | -8.4% |
| 6M | +101.5% | +2.0% | +99.5% | +101.0% |
| YTD | +32.5% | -4.4% | +36.9% | +32.0% |
| 1Y | +9.5% | +9.2% | +0.3% | +9.5% |
| All | +9.5% | +10.4% | -0.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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