+93.3%
SNOW vs GPN
-27.6%
+120.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.4% | -4.6% | +2.2% | -0.7% |
| 30D | -1.0% | -0.3% | -0.7% | -1.2% |
| 3M | +36.9% | +35.4% | +1.4% | +19.7% |
| 6M | +83.4% | +21.7% | +61.7% | +67.6% |
| YTD | +50.0% | +14.9% | +35.1% | +39.6% |
| 1Y | +46.5% | +3.2% | +43.3% | +42.1% |
| 3Y | +93.3% | -27.1% | +120.5% | +127.8% |
| All | +93.3% | -27.6% | +120.9% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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