+29.6%
SNOW vs GNRC
-0.1%
+29.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -1.0% | -15.7% | +14.7% | +4.9% |
| 3M | +36.9% | -27.3% | +64.2% | +50.2% |
| 6M | +83.4% | -12.1% | +95.4% | +80.6% |
| YTD | +50.0% | +37.1% | +12.9% | +19.8% |
| 1Y | +46.5% | -0.5% | +47.0% | +32.5% |
| 3Y | +93.3% | +61.5% | +31.8% | +31.3% |
| 5Y | +3.3% | -58.6% | +61.8% | +27.1% |
| All | +29.6% | -0.1% | +29.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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