-7.3%
GFS vs SAN
+289.5%
-296.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.8% |
| 7D | +6.2% | +3.4% | +2.8% | +4.6% |
| 30D | -11.4% | -6.3% | -5.1% | -9.0% |
| 3M | -15.5% | -14.1% | -1.4% | -10.0% |
| 6M | -42.6% | +4.2% | -46.8% | -44.0% |
| YTD | +23.2% | +9.0% | +14.2% | +16.5% |
| 1Y | +23.6% | +18.8% | +4.8% | +12.3% |
| 3Y | -17.2% | +252.0% | -269.2% | -55.1% |
| 5Y | -23.4% | +299.5% | -322.9% | -61.0% |
| All | -7.3% | +289.5% | -296.8% | -51.8% |
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