+94.8%
SNOW vs GME
+11.4%
+83.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.5% |
| 7D | +8.4% | +4.8% | +3.5% | +8.1% |
| 30D | -1.0% | +5.9% | -6.8% | -1.2% |
| 3M | +38.3% | -10.7% | +49.0% | +39.0% |
| 6M | +81.3% | -19.8% | +101.1% | +82.9% |
| YTD | +51.1% | -0.9% | +52.1% | +51.0% |
| 1Y | +47.0% | -15.7% | +62.6% | +47.8% |
| All | +94.8% | +11.4% | +83.4% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling