+16.5%
SNOW vs GPC
+44.9%
-28.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +0.2% | +0.4% | -0.1% | +0.2% |
| 30D | -19.8% | -1.8% | -18.0% | -19.7% |
| 3M | -11.6% | -6.6% | -5.0% | -10.3% |
| 6M | +94.0% | +21.3% | +72.7% | +80.3% |
| YTD | +34.8% | +4.3% | +30.6% | +30.2% |
| 1Y | +10.1% | +3.3% | +6.9% | +6.4% |
| 3Y | +84.4% | +0.8% | +83.6% | +73.4% |
| 5Y | -18.1% | +7.4% | -25.5% | -26.1% |
| All | +16.5% | +44.9% | -28.4% | +10.9% |
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