+19.7%
GS vs SNOW
+7.5%
+12.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.7% |
| 7D | +0.3% | -14.5% | +14.8% | +1.7% |
| 30D | +3.9% | -14.3% | +18.1% | +5.2% |
| 3M | -11.4% | -8.3% | -3.2% | -10.9% |
| 6M | +3.7% | +101.5% | -97.8% | -1.7% |
| YTD | +7.1% | +32.5% | -25.4% | +9.2% |
| 1Y | +19.7% | +9.5% | +10.2% | +26.9% |
| All | +19.7% | +7.5% | +12.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 1y: compounded portfolio wealth divided by compounded SNOW 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…
1y analysis · Full analysis span regression · 6 months rolling