-0.7%
SNOW vs GTLB
-49.8%
+49.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.5% |
| 7D | -7.5% | -4.1% | -3.4% | -5.8% |
| 30D | -1.3% | +12.3% | -13.6% | -7.6% |
| 3M | +37.4% | +65.9% | -28.5% | +6.4% |
| 6M | +88.1% | +104.0% | -15.9% | +32.3% |
| YTD | +50.3% | +26.0% | +24.3% | +30.8% |
| 1Y | +46.0% | -3.5% | +49.5% | +41.0% |
| 3Y | +98.7% | -9.6% | +108.3% | +82.0% |
| All | -0.7% | -49.8% | +49.1% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling