+32.8%
SNOW vs GH
+55.2%
-22.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +2.8% | -0.1% | +2.9% | +2.7% |
| 30D | +6.4% | -1.1% | +7.5% | +6.4% |
| 3M | +38.1% | +21.3% | +16.8% | +27.3% |
| 6M | +100.4% | +73.5% | +26.9% | +61.1% |
| YTD | +53.7% | +58.0% | -4.3% | +27.6% |
| 1Y | +52.0% | +163.1% | -111.1% | +2.2% |
| 3Y | +114.7% | +361.0% | -246.4% | +1.9% |
| 5Y | +8.8% | +22.5% | -13.8% | -18.3% |
| All | +32.8% | +55.2% | -22.4% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling