+154.7%
GS vs SNOW
-20.9%
+175.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +5.1% | +10.8% | -5.7% | +3.6% |
| 30D | +2.4% | -16.5% | +18.9% | +4.9% |
| 3M | -11.5% | -10.1% | -1.4% | -10.5% |
| 6M | -2.5% | +96.5% | -99.1% | -12.7% |
| YTD | +5.5% | +36.2% | -30.7% | -1.0% |
| 1Y | +11.0% | +10.7% | +0.3% | +7.4% |
| 3Y | +200.1% | +86.2% | +113.8% | +160.0% |
| 5Y | +154.7% | -22.7% | +177.4% | +123.6% |
| All | +154.7% | -20.9% | +175.5% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling