+84.2%
SNOW vs GLXY
+12.0%
+72.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +2.8% | +13.4% | -10.6% | +1.1% |
| 30D | +6.4% | +38.1% | -31.7% | +1.7% |
| 3M | +38.1% | -7.3% | +45.4% | +37.4% |
| 6M | +100.4% | +8.2% | +92.2% | +92.2% |
| YTD | +53.7% | +17.8% | +36.0% | +43.4% |
| 1Y | +52.0% | +14.9% | +37.0% | +43.3% |
| All | +84.2% | +12.0% | +72.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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