-3.1%
SNOW vs GFS
-3.7%
+0.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.0% |
| 7D | +2.8% | +1.0% | +1.8% | +2.5% |
| 30D | +6.4% | -8.6% | +15.0% | +9.4% |
| 3M | +38.1% | -46.5% | +84.6% | +68.8% |
| 6M | +100.4% | -4.8% | +105.2% | +84.3% |
| YTD | +53.7% | +29.7% | +24.1% | +19.9% |
| 1Y | +52.0% | +35.8% | +16.1% | +14.8% |
| 3Y | +114.7% | -18.3% | +133.0% | +95.3% |
| All | -3.1% | -3.7% | +0.6% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling