+494.6%
GS vs SNOW
+37.6%
+457.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.7% |
| 7D | +0.9% | +2.8% | -1.9% | +0.5% |
| 30D | -1.6% | +6.4% | -8.0% | -2.5% |
| 3M | -4.5% | +38.1% | -42.6% | -8.4% |
| 6M | +20.9% | +100.4% | -79.5% | +9.2% |
| YTD | +19.9% | +53.7% | -33.8% | +11.9% |
| 1Y | +41.4% | +52.0% | -10.5% | +31.9% |
| 3Y | +239.2% | +114.7% | +124.5% | +195.4% |
| 5Y | +185.0% | +8.8% | +176.3% | +149.1% |
| All | +494.6% | +37.6% | +457.0% | +411.8% |
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 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