+418.8%
GS vs SNOW
+18.8%
+400.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.9% | +4.0% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | +1.2% | -21.1% | +22.3% | +4.1% |
| 3M | -12.4% | -11.9% | -0.5% | -11.3% |
| 6M | -2.3% | +91.0% | -93.3% | -10.9% |
| YTD | +4.6% | +32.7% | -28.1% | -0.7% |
| 1Y | +17.5% | +10.8% | +6.8% | +14.0% |
| 3Y | +202.0% | +86.2% | +115.8% | +167.6% |
| 5Y | +152.4% | -22.7% | +175.1% | +125.7% |
| All | +418.8% | +18.8% | +400.0% | +353.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling