+10.1%
SNOW vs GPC
+2.1%
+8.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +0.2% | +0.4% | -0.1% | +0.3% |
| 30D | -19.8% | -1.8% | -18.0% | -19.9% |
| 3M | -11.6% | -6.6% | -5.0% | -11.7% |
| 6M | +94.0% | +21.3% | +72.7% | +93.6% |
| YTD | +34.8% | +4.3% | +30.6% | +45.4% |
| 1Y | +10.1% | +3.3% | +6.9% | +19.4% |
| All | +10.1% | +2.1% | +8.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling