+397.5%
GS vs SNOW
+10.0%
+387.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.2% | +0.9% | -5.5% |
| 7D | -6.3% | -18.4% | +12.1% | -4.0% |
| 30D | -3.1% | -19.8% | +16.6% | -0.6% |
| 3M | -17.7% | -14.9% | -2.7% | -16.3% |
| 6M | -4.6% | +90.2% | -94.8% | -13.0% |
| YTD | +0.3% | +22.9% | -22.6% | -3.9% |
| 1Y | +11.7% | +1.8% | +9.9% | +9.5% |
| 3Y | +183.6% | +79.7% | +103.9% | +152.5% |
| 5Y | +141.0% | -26.1% | +167.1% | +117.3% |
| All | +397.5% | +10.0% | +387.4% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling