+96.7%
GD vs SAN
+272.3%
-175.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -3.9% | +3.5% | -7.4% | -4.4% |
| 30D | +8.1% | -13.2% | +21.3% | +10.1% |
| 3M | -6.8% | -16.9% | +10.2% | -4.5% |
| 6M | +3.0% | +2.3% | +0.7% | +2.2% |
| YTD | +7.8% | +4.9% | +2.8% | +6.0% |
| 1Y | +5.8% | +20.4% | -14.6% | +1.8% |
| 3Y | +55.3% | +243.2% | -187.9% | +26.5% |
| 5Y | +96.7% | +275.3% | -178.6% | +60.9% |
| All | +96.7% | +272.3% | -175.6% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling