+32.8%
SNOW vs GPC
+60.4%
-27.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +2.8% | +1.2% | +1.6% | +2.4% |
| 30D | +6.4% | +6.0% | +0.5% | +4.5% |
| 3M | +38.1% | +42.6% | -4.5% | +22.8% |
| 6M | +100.4% | +22.8% | +77.6% | +86.4% |
| YTD | +53.7% | +15.5% | +38.3% | +44.6% |
| 1Y | +52.0% | +2.0% | +49.9% | +49.0% |
| 3Y | +114.7% | -1.4% | +116.1% | +106.7% |
| 5Y | +8.8% | +30.6% | -21.8% | -2.8% |
| All | +32.8% | +60.4% | -27.6% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling