+165.2%
GD vs SAN
+270.1%
-104.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.7% | +4.0% | -1.3% | +1.6% |
| 30D | +8.6% | -7.8% | +16.4% | +10.6% |
| 3M | -7.1% | -16.4% | +9.3% | -3.1% |
| 6M | +7.5% | +3.5% | +3.9% | +5.5% |
| YTD | +9.9% | +6.7% | +3.2% | +6.0% |
| 1Y | +7.6% | +14.5% | -6.9% | +1.6% |
| 3Y | +56.2% | +243.5% | -187.3% | +5.0% |
| 5Y | +100.6% | +296.2% | -195.6% | +23.8% |
| All | +165.2% | +270.1% | -104.9% | +68.7% |
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