+30.5%
SNOW vs GPN
-47.6%
+78.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | 0.0% |
| 7D | +8.4% | -6.2% | +14.6% | +11.4% |
| 30D | -1.0% | +1.0% | -2.0% | -1.9% |
| 3M | +38.3% | +36.9% | +1.4% | +18.3% |
| 6M | +81.3% | +16.8% | +64.5% | +66.6% |
| YTD | +51.1% | +13.2% | +37.9% | +39.6% |
| 1Y | +47.0% | +1.4% | +45.5% | +41.9% |
| 3Y | +99.7% | -28.6% | +128.4% | +123.0% |
| 5Y | +3.6% | -47.0% | +50.6% | +18.3% |
| All | +30.5% | -47.6% | +78.1% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling