+29.6%
SNOW vs GWRE
+31.1%
-1.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -2.4% | -13.2% | +10.8% | +7.5% |
| 30D | -1.0% | -18.6% | +17.6% | +11.8% |
| 3M | +36.9% | +18.9% | +18.0% | +12.6% |
| 6M | +83.4% | -11.0% | +94.3% | +86.7% |
| YTD | +50.0% | -29.9% | +79.9% | +81.4% |
| 1Y | +46.5% | -44.3% | +90.9% | +110.9% |
| 3Y | +93.3% | +51.7% | +41.7% | -3.4% |
| 5Y | +3.3% | +15.4% | -12.2% | -33.2% |
| All | +29.6% | +31.1% | -1.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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