+9.5%
SNOW vs GTLB
+6.1%
+3.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -14.5% | -9.7% | -4.8% | -9.8% |
| 30D | -14.3% | +1.7% | -16.0% | -14.9% |
| 3M | -8.3% | +43.6% | -51.8% | -26.0% |
| 6M | +101.5% | +113.0% | -11.5% | +29.6% |
| YTD | +32.5% | +39.5% | -7.1% | -4.5% |
| 1Y | +9.5% | +12.6% | -3.1% | -18.1% |
| All | +9.5% | +6.1% | +3.4% | -18.1% |
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