+29.8%
SNOW vs GSK
+58.0%
-28.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -7.5% | -5.4% | -2.1% | -7.1% |
| 30D | -1.3% | -4.6% | +3.3% | -1.0% |
| 3M | +37.4% | -5.1% | +42.6% | +37.9% |
| 6M | +88.1% | -11.4% | +99.5% | +89.7% |
| YTD | +50.3% | +0.7% | +49.6% | +48.3% |
| 1Y | +46.0% | +23.0% | +23.0% | +39.3% |
| 3Y | +98.7% | +48.0% | +50.7% | +79.9% |
| 5Y | +3.5% | +48.2% | -44.7% | -5.3% |
| All | +29.8% | +58.0% | -28.2% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling