+29.8%
SNOW vs GNRC
-2.9%
+32.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.4% |
| 7D | -7.5% | -0.7% | -6.8% | -7.3% |
| 30D | -1.3% | -15.8% | +14.5% | +4.6% |
| 3M | +37.4% | -24.0% | +61.5% | +48.0% |
| 6M | +88.1% | -13.8% | +101.8% | +86.5% |
| YTD | +50.3% | +33.2% | +17.1% | +21.4% |
| 1Y | +46.0% | -1.8% | +47.8% | +32.5% |
| 3Y | +98.7% | +57.7% | +41.0% | +36.0% |
| 5Y | +3.5% | -59.7% | +63.3% | +28.7% |
| All | +29.8% | -2.9% | +32.8% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling