+29.8%
SNOW vs GME
+1,060.2%
-1,030.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.6% |
| 7D | -7.5% | +6.0% | -13.5% | -7.7% |
| 30D | -1.3% | +8.3% | -9.7% | -1.7% |
| 3M | +37.4% | -9.1% | +46.5% | +37.9% |
| 6M | +88.1% | -16.3% | +104.4% | +89.2% |
| YTD | +50.3% | +1.5% | +48.8% | +50.0% |
| 1Y | +46.0% | -16.3% | +62.3% | +46.8% |
| 3Y | +98.7% | +15.1% | +83.6% | +87.7% |
| 5Y | +3.5% | -57.2% | +60.7% | -1.5% |
| All | +29.8% | +1,060.2% | -1,030.3% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling