+32.8%
SNOW vs GSK
+63.8%
-31.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.3% |
| 7D | +2.8% | -1.8% | +4.6% | +3.0% |
| 30D | +6.4% | -2.2% | +8.6% | +6.6% |
| 3M | +38.1% | -1.8% | +39.9% | +38.1% |
| 6M | +100.4% | -10.6% | +111.0% | +102.1% |
| YTD | +53.7% | +4.4% | +49.3% | +51.3% |
| 1Y | +52.0% | +30.4% | +21.5% | +44.1% |
| 3Y | +114.7% | +60.1% | +54.6% | +91.9% |
| 5Y | +8.8% | +46.8% | -38.0% | -1.3% |
| All | +32.8% | +63.8% | -31.1% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling