+29.8%
SNOW vs GAP
+50.9%
-21.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -7.5% | -6.3% | -1.2% | -6.2% |
| 30D | -1.3% | -0.2% | -1.1% | -1.6% |
| 3M | +37.4% | 0.0% | +37.4% | +36.7% |
| 6M | +88.1% | -8.1% | +96.2% | +88.2% |
| YTD | +50.3% | -16.5% | +66.8% | +52.8% |
| 1Y | +46.0% | -10.5% | +56.4% | +45.3% |
| 3Y | +98.7% | +104.0% | -5.3% | +49.5% |
| 5Y | +3.5% | +6.8% | -3.3% | -21.2% |
| All | +29.8% | +50.9% | -21.0% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling