-5.5%
SNOW vs GFS
0.0%
-5.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.0% |
| 7D | -2.4% | +3.8% | -6.3% | -3.8% |
| 30D | -1.0% | -11.7% | +10.7% | +3.4% |
| 3M | +36.9% | -41.8% | +78.6% | +62.6% |
| 6M | +83.4% | +6.6% | +76.7% | +60.9% |
| YTD | +50.0% | +34.6% | +15.3% | +15.4% |
| 1Y | +46.5% | +46.2% | +0.4% | +7.4% |
| 3Y | +93.3% | -20.3% | +113.7% | +79.5% |
| All | -5.5% | 0.0% | -5.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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