+185.8%
GS vs SNOW
+83.9%
+101.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.7% |
| 7D | -3.2% | -9.9% | +6.7% | -1.7% |
| 30D | -2.4% | -17.1% | +14.7% | +0.3% |
| 3M | -15.7% | -13.2% | -2.5% | -14.2% |
| 6M | -6.8% | +97.4% | -104.2% | -17.9% |
| YTD | -0.1% | +25.8% | -25.8% | -4.8% |
| 1Y | +12.1% | +4.2% | +7.9% | +10.7% |
| 3Y | +185.8% | +91.3% | +94.5% | +134.0% |
| All | +185.8% | +83.9% | +101.9% | +134.0% |
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