+188.7%
GD vs SAN
+345.3%
-156.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -5.3% | +1.8% | -7.0% | -5.7% |
| 30D | -6.4% | +2.0% | -8.4% | -7.0% |
| 3M | +5.7% | +19.7% | -14.0% | +0.5% |
| 6M | -0.9% | +30.6% | -31.6% | -8.4% |
| YTD | +8.2% | +28.8% | -20.7% | -0.3% |
| 1Y | +13.4% | +57.8% | -44.3% | -1.3% |
| 3Y | +68.5% | +338.1% | -269.6% | +6.7% |
| 5Y | +97.2% | +384.2% | -287.1% | +16.0% |
| All | +188.7% | +345.3% | -156.7% | +67.2% |
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