-5.3%
SNOW vs GFS
-2.1%
-3.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -7.5% | +3.2% | -10.7% | -8.6% |
| 30D | -1.3% | -9.6% | +8.2% | +2.1% |
| 3M | +37.4% | -38.5% | +75.9% | +59.5% |
| 6M | +88.1% | -1.3% | +89.4% | +70.3% |
| YTD | +50.3% | +31.8% | +18.5% | +16.6% |
| 1Y | +46.0% | +44.6% | +1.4% | +7.3% |
| 3Y | +98.7% | -20.6% | +119.3% | +84.2% |
| All | -5.3% | -2.1% | -3.2% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling