+199.0%
GS vs SNAP
-54.3%
+253.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +1.6% | -10.6% | +12.1% | +3.3% |
| 30D | +1.7% | -19.7% | +21.4% | +5.0% |
| 3M | -11.6% | -6.5% | -5.0% | -11.1% |
| 6M | -1.9% | -17.8% | +15.9% | 0.0% |
| YTD | +5.1% | -38.0% | +43.1% | +10.6% |
| 1Y | +16.4% | -42.5% | +58.9% | +23.8% |
| 3Y | +199.0% | -55.8% | +254.8% | +186.1% |
| All | +199.0% | -54.3% | +253.3% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling