+20,253.5%
GD vs SAN
+1,714.1%
+18,539.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -4.0% |
| 7D | +3.0% | +4.5% | -1.6% | +1.8% |
| 30D | +10.5% | -12.1% | +22.6% | +13.5% |
| 3M | -5.0% | -15.6% | +10.6% | -1.6% |
| 6M | +5.5% | +5.8% | -0.3% | +3.4% |
| YTD | +10.3% | +5.5% | +4.9% | +7.4% |
| 1Y | +8.2% | +23.6% | -15.4% | +1.4% |
| 3Y | +59.0% | +244.9% | -185.9% | +15.4% |
| 5Y | +104.3% | +282.2% | -177.9% | +40.4% |
| 10Y | +202.4% | +255.8% | -53.3% | +101.8% |
| All | +20,253.5% | +1,714.1% | +18,539.4% | +10,261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling