+17.6%
SNOW vs GPC
+42.7%
-25.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +10.8% | -1.3% | +12.1% | +11.2% |
| 30D | -16.5% | -6.0% | -10.5% | -15.3% |
| 3M | -10.1% | -7.6% | -2.5% | -8.5% |
| 6M | +96.5% | +24.2% | +72.3% | +81.1% |
| YTD | +36.2% | +2.7% | +33.5% | +32.0% |
| 1Y | +10.7% | +0.2% | +10.5% | +8.0% |
| 3Y | +86.2% | -0.8% | +87.0% | +75.8% |
| 5Y | -22.7% | +4.4% | -27.2% | -30.1% |
| All | +17.6% | +42.7% | -25.1% | +12.5% |
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