+91.3%
SNOW vs GGLL
+154.9%
-63.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | -9.9% | +3.1% | -13.0% | -10.4% |
| 30D | -17.1% | -36.3% | +19.2% | -10.8% |
| 3M | -13.2% | -40.4% | +27.1% | -5.8% |
| 6M | +97.4% | -54.6% | +152.0% | +122.7% |
| YTD | +25.8% | -31.1% | +56.9% | +28.7% |
| 1Y | +4.2% | -19.2% | +23.4% | +2.4% |
| 3Y | +91.3% | +151.5% | -60.2% | +42.0% |
| All | +91.3% | +154.9% | -63.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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