+243.0%
GS vs SNOW
+115.7%
+127.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.9% |
| 7D | +0.9% | +2.8% | -1.9% | +0.3% |
| 30D | -1.6% | +6.4% | -8.0% | -2.7% |
| 3M | -4.5% | +38.1% | -42.6% | -9.4% |
| 6M | +20.9% | +100.4% | -79.5% | +6.1% |
| YTD | +19.9% | +53.7% | -33.8% | +10.7% |
| 1Y | +41.4% | +52.0% | -10.5% | +30.2% |
| All | +243.0% | +115.7% | +127.3% | +173.8% |
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 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