+94.8%
SNOW vs GTLB
-12.2%
+106.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | +8.4% | -6.6% | +15.0% | +11.7% |
| 30D | -1.0% | +13.7% | -14.7% | -7.9% |
| 3M | +38.3% | +52.9% | -14.6% | +10.7% |
| 6M | +81.3% | +88.5% | -7.2% | +31.7% |
| YTD | +51.1% | +23.4% | +27.7% | +31.0% |
| 1Y | +47.0% | -3.8% | +50.8% | +39.7% |
| All | +94.8% | -12.2% | +106.9% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling