+94.8%
SNOW vs GSK
+48.7%
+46.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +8.4% | -3.6% | +12.0% | +8.2% |
| 30D | -1.0% | -5.9% | +5.0% | -1.2% |
| 3M | +38.3% | -4.3% | +42.6% | +38.1% |
| 6M | +81.3% | -10.8% | +92.1% | +81.0% |
| YTD | +51.1% | +1.8% | +49.3% | +49.4% |
| 1Y | +47.0% | +23.5% | +23.5% | +43.1% |
| All | +94.8% | +48.7% | +46.1% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling