+59.9%
GD vs SAN
+258.0%
-198.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -1.9% | +10.8% | -12.6% | -3.1% |
| 30D | +10.9% | -5.7% | +16.7% | +11.7% |
| 3M | -6.8% | -13.4% | +6.7% | -5.1% |
| 6M | +7.0% | +3.5% | +3.5% | +6.1% |
| YTD | +11.1% | +9.7% | +1.4% | +8.6% |
| 1Y | +7.0% | +20.9% | -13.8% | +3.1% |
| 3Y | +59.9% | +254.3% | -194.4% | +35.3% |
| All | +59.9% | +258.0% | -198.1% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling