+29.8%
SNOW vs GWRE
+30.4%
-0.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.6% |
| 7D | -7.5% | -30.9% | +23.4% | +17.9% |
| 30D | -1.3% | -20.7% | +19.4% | +13.6% |
| 3M | +37.4% | +20.2% | +17.3% | +12.1% |
| 6M | +88.1% | -11.9% | +99.9% | +93.0% |
| YTD | +50.3% | -30.3% | +80.6% | +82.6% |
| 1Y | +46.0% | -44.6% | +90.6% | +111.0% |
| 3Y | +98.7% | +48.8% | +49.9% | +1.1% |
| 5Y | +3.5% | +14.8% | -11.3% | -32.7% |
| All | +29.8% | +30.4% | -0.5% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling