+30.5%
SNOW vs GIS
-21.2%
+51.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.6% |
| 7D | +8.4% | -8.6% | +17.0% | +6.1% |
| 30D | -1.0% | -0.5% | -0.5% | -1.0% |
| 3M | +38.3% | +11.9% | +26.4% | +42.8% |
| 6M | +81.3% | -11.6% | +92.9% | +74.0% |
| YTD | +51.1% | -16.3% | +67.4% | +43.5% |
| 1Y | +47.0% | -21.8% | +68.7% | +37.4% |
| 3Y | +99.7% | -35.7% | +135.4% | +79.9% |
| 5Y | +3.6% | -22.9% | +26.5% | -3.5% |
| All | +30.5% | -21.2% | +51.8% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling