+9.5%
SNOW vs GIS
-17.8%
+27.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -0.4% |
| 7D | -14.5% | +8.5% | -23.0% | -12.9% |
| 30D | -14.3% | +15.3% | -29.6% | -11.9% |
| 3M | -8.3% | +0.9% | -9.2% | -7.6% |
| 6M | +101.5% | +7.9% | +93.6% | +103.8% |
| YTD | +32.5% | -17.6% | +50.1% | +20.3% |
| 1Y | +9.5% | -17.4% | +26.9% | -0.2% |
| All | +9.5% | -17.8% | +27.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling