+188.5%
GD vs SAN
+236.7%
-48.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | -5.0% | +4.9% | -9.9% | -6.3% |
| 30D | +8.9% | -13.0% | +21.9% | +12.6% |
| 3M | -8.0% | -18.9% | +10.8% | -3.3% |
| 6M | +2.9% | -4.1% | +7.0% | +3.1% |
| YTD | +7.1% | +2.6% | +4.5% | +4.3% |
| 1Y | +5.9% | +16.9% | -11.0% | -0.6% |
| 3Y | +53.9% | +239.1% | -185.2% | +3.9% |
| 5Y | +95.4% | +266.8% | -171.4% | +23.8% |
| All | +188.5% | +236.7% | -48.2% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling