+12.1%
GS vs SNOW
+2.8%
+9.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.6% |
| 7D | -3.2% | -9.9% | +6.7% | -2.3% |
| 30D | -2.4% | -17.1% | +14.7% | -0.8% |
| 3M | -15.7% | -13.2% | -2.5% | -14.8% |
| 6M | -6.8% | +97.4% | -104.2% | -11.5% |
| YTD | -0.1% | +25.8% | -25.8% | +2.5% |
| 1Y | +12.1% | +4.2% | +7.9% | +19.4% |
| All | +12.1% | +2.8% | +9.3% | +19.4% |
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