+52.0%
SNOW vs GME
-15.8%
+67.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +2.8% | +7.2% | -4.4% | +1.6% |
| 30D | +6.4% | +0.8% | +5.6% | +6.2% |
| 3M | +38.1% | -14.0% | +52.1% | +41.1% |
| 6M | +100.4% | -19.7% | +120.1% | +105.3% |
| YTD | +53.7% | -4.6% | +58.3% | +51.9% |
| 1Y | +52.0% | -14.3% | +66.3% | +61.9% |
| All | +52.0% | -15.8% | +67.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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