+3.6%
SNOW vs GAP
+6.6%
-3.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.1% |
| 7D | +8.4% | -3.2% | +11.6% | +9.2% |
| 30D | -1.0% | -0.7% | -0.3% | -1.2% |
| 3M | +38.3% | -0.5% | +38.8% | +37.6% |
| 6M | +81.3% | -5.0% | +86.3% | +79.9% |
| YTD | +51.1% | -14.7% | +65.8% | +53.1% |
| 1Y | +47.0% | -8.6% | +55.6% | +45.3% |
| 3Y | +99.7% | +108.4% | -8.6% | +39.5% |
| 5Y | +3.6% | +5.8% | -2.2% | -28.9% |
| All | +3.6% | +6.6% | -3.0% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling