+32.8%
SNOW vs GME
+990.2%
-957.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +2.8% | +7.2% | -4.4% | +2.5% |
| 30D | +6.4% | +0.8% | +5.6% | +6.4% |
| 3M | +38.1% | -14.0% | +52.1% | +38.9% |
| 6M | +100.4% | -19.7% | +120.1% | +102.0% |
| YTD | +53.7% | -4.6% | +58.3% | +53.8% |
| 1Y | +52.0% | -14.3% | +66.3% | +52.6% |
| 3Y | +114.7% | +4.0% | +110.6% | +103.7% |
| 5Y | +8.8% | -62.2% | +71.0% | +3.7% |
| All | +32.8% | +990.2% | -957.4% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling