+98.0%
GD vs SAN
+294.6%
-196.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.1% | -3.9% | +1.4% |
| 7D | -3.0% | +8.7% | -11.8% | -4.2% |
| 30D | +9.3% | -6.5% | +15.8% | +10.2% |
| 3M | -7.2% | -14.2% | +7.0% | -5.3% |
| 6M | +5.5% | +2.7% | +2.7% | +4.6% |
| YTD | +9.5% | +8.9% | +0.6% | +7.1% |
| 1Y | +6.4% | +23.4% | -16.9% | +2.1% |
| 3Y | +59.8% | +257.9% | -198.1% | +29.3% |
| 5Y | +98.0% | +297.8% | -199.8% | +57.7% |
| All | +98.0% | +294.6% | -196.6% | +57.7% |
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 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