+29.8%
SNOW vs GFI
+275.4%
-245.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.3% |
| 7D | -7.5% | -5.1% | -2.4% | -7.1% |
| 30D | -1.3% | +13.4% | -14.8% | -2.2% |
| 3M | +37.4% | +36.2% | +1.2% | +34.2% |
| 6M | +88.1% | -9.8% | +97.9% | +88.2% |
| YTD | +50.3% | +7.7% | +42.6% | +48.2% |
| 1Y | +46.0% | +27.2% | +18.8% | +41.8% |
| 3Y | +98.7% | +300.3% | -201.6% | +73.8% |
| 5Y | +3.5% | +539.8% | -536.3% | -15.2% |
| All | +29.8% | +275.4% | -245.5% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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