-25.6%
SNOW vs GPC
+3.6%
-29.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | -9.9% | +1.6% | -11.4% | -10.4% |
| 30D | -17.1% | -2.1% | -15.0% | -16.9% |
| 3M | -13.2% | -6.8% | -6.4% | -11.5% |
| 6M | +97.4% | +18.6% | +78.8% | +80.7% |
| YTD | +25.8% | +2.7% | +23.1% | +20.4% |
| 1Y | +4.2% | +1.8% | +2.4% | -0.2% |
| 3Y | +91.3% | +1.1% | +90.3% | +70.7% |
| All | -25.6% | +3.6% | -29.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling