+346.4%
GS vs SNAP
-78.1%
+424.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +5.9% | +6.0% | -0.2% | +5.2% |
| 30D | +4.3% | -13.8% | +18.1% | +5.9% |
| 3M | -11.7% | -0.8% | -10.9% | -11.9% |
| 6M | -3.2% | -6.2% | +3.1% | -3.2% |
| YTD | +5.8% | -34.8% | +40.6% | +9.2% |
| 1Y | +16.0% | -38.7% | +54.7% | +20.5% |
| 3Y | +199.8% | -53.5% | +253.2% | +207.9% |
| 5Y | +155.5% | -90.2% | +245.7% | +182.3% |
| All | +346.4% | -78.1% | +424.5% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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