+200.1%
GDDY vs SAN
+357.1%
-157.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.2% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | +6.8% | +0.9% | +5.9% | +6.5% |
| 3M | +30.5% | +19.1% | +11.4% | +24.5% |
| 6M | +13.3% | +33.2% | -19.9% | +4.4% |
| YTD | -21.0% | +29.1% | -50.1% | -27.2% |
| 1Y | -34.0% | +50.2% | -84.2% | -41.8% |
| 3Y | +33.1% | +351.0% | -318.0% | -16.4% |
| 5Y | +30.3% | +394.7% | -364.4% | -23.5% |
| All | +200.1% | +357.1% | -157.0% | +73.7% |
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 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