+29.8%
SNOW vs GRMN
+206.8%
-176.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.5% | -1.8% | -5.7% | -6.6% |
| 30D | -1.3% | -12.1% | +10.8% | +5.8% |
| 3M | +37.4% | +18.0% | +19.5% | +24.5% |
| 6M | +88.1% | +13.7% | +74.3% | +72.1% |
| YTD | +50.3% | +35.3% | +15.0% | +23.0% |
| 1Y | +46.0% | +17.2% | +28.7% | +28.9% |
| 3Y | +98.7% | +179.6% | -80.9% | -17.8% |
| 5Y | +3.5% | +75.6% | -72.0% | -45.7% |
| All | +29.8% | +206.8% | -176.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling