+199.0%
GS vs SNOW
+89.8%
+109.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.2% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +1.7% | -19.8% | +21.5% | +5.0% |
| 3M | -11.6% | -11.6% | 0.0% | -10.3% |
| 6M | -1.9% | +94.0% | -95.9% | -13.2% |
| YTD | +5.1% | +34.8% | -29.8% | -1.0% |
| 1Y | +16.4% | +10.1% | +6.3% | +14.1% |
| 3Y | +199.0% | +84.4% | +114.6% | +137.2% |
| All | +199.0% | +89.8% | +109.2% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling