+52.0%
SNOW vs GSK
+31.2%
+20.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.8% |
| 7D | +2.8% | -1.8% | +4.6% | +2.3% |
| 30D | +6.4% | -2.2% | +8.6% | +5.9% |
| 3M | +38.1% | -1.8% | +39.9% | +37.7% |
| 6M | +100.4% | -10.6% | +111.0% | +97.3% |
| YTD | +53.7% | +4.4% | +49.3% | +50.7% |
| 1Y | +52.0% | +30.4% | +21.5% | +47.3% |
| All | +52.0% | +31.2% | +20.7% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling