-26.1%
SNOW vs GME
-49.3%
+23.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | +5.5% | +2.9% | +2.6% | +5.1% |
| 30D | -13.2% | -4.8% | -8.4% | -12.6% |
| 3M | -13.7% | +39.2% | -53.0% | -17.6% |
| 6M | +91.0% | +17.1% | +73.9% | +86.2% |
| YTD | +32.7% | +28.7% | +3.9% | +27.4% |
| 1Y | +13.3% | +23.3% | -10.1% | +9.3% |
| 3Y | +83.4% | +112.9% | -29.6% | +19.7% |
| All | -26.1% | -49.3% | +23.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling