+41.4%
GS vs SNOW
+51.4%
-10.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.5% |
| 7D | +0.9% | +2.8% | -1.9% | +0.6% |
| 30D | -1.6% | +6.4% | -8.0% | -2.2% |
| 3M | -4.5% | +38.1% | -42.6% | -6.6% |
| 6M | +20.9% | +100.4% | -79.5% | +15.9% |
| YTD | +19.9% | +53.7% | -33.8% | +19.1% |
| 1Y | +41.4% | +52.0% | -10.5% | +43.8% |
| All | +41.4% | +51.4% | -10.0% | +43.8% |
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