+29.8%
SNOW vs GH
+52.9%
-23.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | -7.5% | -1.2% | -6.3% | -7.1% |
| 30D | -1.3% | -3.7% | +2.3% | -0.4% |
| 3M | +37.4% | +21.7% | +15.8% | +26.6% |
| 6M | +88.1% | +75.7% | +12.3% | +50.5% |
| YTD | +50.3% | +55.7% | -5.4% | +25.4% |
| 1Y | +46.0% | +181.1% | -135.1% | -4.1% |
| 3Y | +98.7% | +371.6% | -272.9% | -6.8% |
| 5Y | +3.5% | +23.2% | -19.7% | -22.5% |
| All | +29.8% | +52.9% | -23.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling