+94.8%
SNOW vs GFS
-21.4%
+116.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | +8.4% | +4.5% | +3.9% | +7.4% |
| 30D | -1.0% | -8.2% | +7.2% | +0.7% |
| 3M | +38.3% | -38.9% | +77.2% | +51.1% |
| 6M | +81.3% | -2.9% | +84.2% | +67.5% |
| YTD | +51.1% | +31.8% | +19.3% | +23.3% |
| 1Y | +47.0% | +43.1% | +3.8% | +15.4% |
| All | +94.8% | -21.4% | +116.2% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling