+32.8%
SNOW vs GAP
+61.9%
-29.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | +2.8% | -4.5% | +7.3% | +3.8% |
| 30D | +6.4% | +9.0% | -2.6% | +4.1% |
| 3M | +38.1% | +5.0% | +33.1% | +35.9% |
| 6M | +100.4% | -17.8% | +118.2% | +105.2% |
| YTD | +53.7% | -10.4% | +64.1% | +54.0% |
| 1Y | +52.0% | -3.4% | +55.3% | +48.8% |
| 3Y | +114.7% | +111.5% | +3.2% | +60.6% |
| 5Y | +8.8% | +8.8% | -0.1% | -18.1% |
| All | +32.8% | +61.9% | -29.1% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling