+30.5%
SNOW vs GM
+167.4%
-136.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.3% |
| 7D | +8.4% | -1.1% | +9.5% | +9.0% |
| 30D | -1.0% | -4.6% | +3.6% | +0.9% |
| 3M | +38.3% | +0.2% | +38.1% | +37.6% |
| 6M | +81.3% | +12.6% | +68.7% | +70.8% |
| YTD | +51.1% | +3.7% | +47.4% | +46.2% |
| 1Y | +47.0% | +45.6% | +1.3% | +21.5% |
| 3Y | +99.7% | +162.0% | -62.2% | +16.4% |
| 5Y | +3.6% | +80.5% | -76.9% | -30.1% |
| All | +30.5% | +167.4% | -136.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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