+141.0%
GS vs SNAP
-90.2%
+231.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.0% | +7.7% | -4.6% |
| 7D | -6.3% | -10.4% | +4.1% | -5.1% |
| 30D | -3.1% | -11.9% | +8.8% | -1.8% |
| 3M | -17.7% | -4.5% | -13.1% | -17.5% |
| 6M | -4.6% | -16.7% | +12.1% | -3.2% |
| YTD | +0.3% | -36.9% | +37.2% | +4.3% |
| 1Y | +11.7% | -30.3% | +42.0% | +14.7% |
| 3Y | +183.6% | -52.5% | +236.1% | +190.8% |
| 5Y | +141.0% | -90.4% | +231.4% | +182.1% |
| All | +141.0% | -90.2% | +231.2% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling