+4.9%
SNOW vs GSK
+47.0%
-42.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | +4.9% | -4.2% | +9.1% | +5.4% |
| 30D | +1.5% | -7.5% | +9.0% | +2.3% |
| 3M | +39.5% | -3.3% | +42.8% | +39.8% |
| 6M | +85.9% | -9.3% | +95.2% | +87.4% |
| YTD | +52.9% | +1.6% | +51.3% | +50.3% |
| 1Y | +48.1% | +25.5% | +22.6% | +39.1% |
| 3Y | +102.2% | +49.3% | +52.9% | +76.7% |
| All | +4.9% | +47.0% | -42.2% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling