+405.8%
GS vs SNAP
-77.2%
+483.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -1.6% | +2.6% | -4.2% | -2.0% |
| 3M | -4.5% | -9.9% | +5.4% | -3.9% |
| 6M | +20.9% | +1.9% | +19.0% | +19.5% |
| YTD | +19.9% | -32.2% | +52.1% | +23.5% |
| 1Y | +41.4% | -22.8% | +64.3% | +43.3% |
| 3Y | +239.2% | -47.6% | +286.8% | +244.4% |
| 5Y | +185.0% | -92.7% | +277.8% | +222.0% |
| All | +405.8% | -77.2% | +483.1% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling