+3.3%
SNOW vs GIS
-25.1%
+28.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.3% |
| 7D | -2.4% | -6.4% | +3.9% | -4.1% |
| 30D | -1.0% | -6.1% | +5.1% | -2.6% |
| 3M | +36.9% | +7.8% | +29.0% | +40.2% |
| 6M | +83.4% | -8.8% | +92.1% | +77.4% |
| YTD | +50.0% | -19.1% | +69.1% | +40.2% |
| 1Y | +46.5% | -24.8% | +71.3% | +34.3% |
| 3Y | +93.3% | -37.6% | +130.9% | +70.5% |
| All | +3.3% | -25.1% | +28.4% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling