+111.6%
SNOW vs GD
+68.4%
+43.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.7% |
| 7D | +2.8% | -5.3% | +8.1% | +5.1% |
| 30D | +6.4% | -6.4% | +12.8% | +9.3% |
| 3M | +38.1% | +5.7% | +32.4% | +34.3% |
| 6M | +100.4% | -0.9% | +101.3% | +100.4% |
| YTD | +53.7% | +8.2% | +45.6% | +48.6% |
| 1Y | +52.0% | +13.4% | +38.5% | +44.4% |
| All | +111.6% | +68.4% | +43.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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