+52.0%
SNOW vs GTLB
+14.4%
+37.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +2.8% | +11.1% | -8.3% | -3.0% |
| 30D | +6.4% | +37.8% | -31.4% | -10.8% |
| 3M | +38.1% | +61.6% | -23.5% | +5.4% |
| 6M | +100.4% | +98.9% | +1.5% | +36.7% |
| YTD | +53.7% | +32.8% | +20.9% | +18.4% |
| 1Y | +52.0% | +14.7% | +37.3% | +22.9% |
| All | +52.0% | +14.4% | +37.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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