+110.9%
SNOW vs GPC
+0.9%
+110.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | +6.4% | +6.0% | +0.5% | +5.1% |
| 3M | +38.1% | +42.6% | -4.5% | +27.6% |
| 6M | +100.4% | +22.8% | +77.6% | +91.3% |
| YTD | +53.7% | +15.5% | +38.3% | +47.9% |
| 1Y | +52.0% | +2.0% | +49.9% | +51.1% |
| All | +110.9% | +0.9% | +110.1% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling