+381.9%
GDDY vs SAN
+195.6%
+186.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | -7.0% | -2.8% | -4.2% | -6.3% |
| 30D | +6.2% | -0.5% | +6.7% | +6.3% |
| 3M | +20.0% | +22.7% | -2.7% | +13.5% |
| 6M | +6.8% | +28.8% | -22.0% | -0.7% |
| YTD | -22.3% | +26.3% | -48.6% | -28.1% |
| 1Y | -33.5% | +48.8% | -82.4% | -41.3% |
| 3Y | +29.2% | +347.2% | -318.0% | -18.1% |
| 5Y | +28.1% | +383.8% | -355.7% | -23.6% |
| 10Y | +200.2% | +335.4% | -135.2% | +74.5% |
| All | +381.9% | +195.6% | +186.2% | +205.4% |
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