+83.4%
SNOW vs GAP
+70.6%
+12.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.4% |
| 7D | +5.5% | -1.9% | +7.4% | +5.8% |
| 30D | -13.2% | -7.1% | -6.1% | -12.2% |
| 3M | -13.7% | +4.1% | -17.8% | -14.7% |
| 6M | +91.0% | +1.9% | +89.1% | +88.4% |
| YTD | +32.7% | -15.2% | +47.9% | +33.8% |
| 1Y | +13.3% | -10.6% | +23.9% | +12.8% |
| 3Y | +83.4% | +74.6% | +8.8% | +70.1% |
| All | +83.4% | +70.6% | +12.8% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling