+52.0%
SNOW vs GAP
+1.5%
+50.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.4% |
| 7D | +2.8% | -4.5% | +7.3% | +3.0% |
| 30D | +6.4% | +9.0% | -2.6% | +5.8% |
| 3M | +38.1% | +5.0% | +33.1% | +37.5% |
| 6M | +100.4% | -17.8% | +118.2% | +103.5% |
| YTD | +53.7% | -10.4% | +64.1% | +53.3% |
| 1Y | +52.0% | -3.4% | +55.3% | +47.8% |
| All | +52.0% | +1.5% | +50.5% | +47.8% |
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