+89.7%
SNOW vs GGLL
+328.7%
-239.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.8% |
| 7D | +2.8% | -4.8% | +7.6% | +4.1% |
| 30D | +6.4% | -13.7% | +20.1% | +10.2% |
| 3M | +38.1% | -21.9% | +59.9% | +44.7% |
| 6M | +100.4% | +11.7% | +88.7% | +85.8% |
| YTD | +53.7% | +2.3% | +51.4% | +45.2% |
| 1Y | +52.0% | +76.2% | -24.2% | +19.6% |
| 3Y | +114.7% | +245.0% | -130.3% | +16.9% |
| All | +89.7% | +328.7% | -239.0% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling