+6.1%
SNOW vs GD
+181.5%
-175.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.3% | -4.9% | -6.5% |
| 7D | -18.4% | -3.9% | -14.5% | -17.3% |
| 30D | -19.8% | +8.1% | -27.8% | -22.0% |
| 3M | -14.9% | -6.8% | -8.2% | -13.0% |
| 6M | +90.2% | +3.0% | +87.2% | +87.6% |
| YTD | +22.9% | +7.8% | +15.1% | +19.4% |
| 1Y | +1.8% | +5.8% | -4.0% | -0.5% |
| 3Y | +79.7% | +55.3% | +24.4% | +56.6% |
| 5Y | -26.1% | +96.7% | -122.8% | -38.2% |
| All | +6.1% | +181.5% | -175.3% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling