+32.1%
SNOW vs GPC
+55.8%
-23.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.4% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | +39.5% | +39.2% | +0.3% | +24.9% |
| 6M | +85.9% | +18.2% | +67.7% | +74.9% |
| YTD | +52.9% | +12.1% | +40.9% | +45.1% |
| 1Y | +48.1% | -0.7% | +48.8% | +46.4% |
| 3Y | +102.2% | -1.7% | +103.8% | +94.0% |
| 5Y | +5.5% | +29.3% | -23.8% | -4.6% |
| All | +32.1% | +55.8% | -23.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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