+83.4%
SNOW vs GRMN
+155.8%
-72.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | +5.5% | -0.9% | +6.4% | +5.8% |
| 30D | -13.2% | +1.2% | -14.3% | -13.6% |
| 3M | -13.7% | -8.9% | -4.8% | -11.5% |
| 6M | +91.0% | +23.0% | +68.0% | +77.6% |
| YTD | +32.7% | +41.2% | -8.6% | +16.3% |
| 1Y | +13.3% | +47.5% | -34.2% | -2.4% |
| 3Y | +83.4% | +155.8% | -72.4% | +29.6% |
| All | +83.4% | +155.8% | -72.5% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling