+104.0%
SNOW vs GEHC
+32.6%
+71.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | +5.5% | +0.8% | +4.7% | +5.3% |
| 30D | -13.2% | +21.3% | -34.5% | -17.5% |
| 3M | -13.7% | +12.6% | -26.3% | -16.6% |
| 6M | +91.0% | +34.3% | +56.7% | +75.1% |
| YTD | +32.7% | +1.4% | +31.2% | +31.4% |
| 1Y | +13.3% | +12.5% | +0.8% | +8.4% |
| 3Y | +83.4% | +19.2% | +64.2% | +66.3% |
| All | +104.0% | +32.6% | +71.4% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling