+136.4%
SNOW vs GEHC
+10.0%
+126.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | +2.8% | -4.0% | +6.8% | +3.9% |
| 30D | +6.4% | -2.0% | +8.4% | +6.9% |
| 3M | +38.1% | +8.0% | +30.1% | +34.7% |
| 6M | +100.4% | -12.8% | +113.2% | +107.1% |
| YTD | +53.7% | -15.9% | +69.6% | +60.2% |
| 1Y | +52.0% | -6.9% | +58.9% | +52.9% |
| 3Y | +114.7% | 0.0% | +114.7% | +103.8% |
| All | +136.4% | +10.0% | +126.4% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling