-12.1%
GFS vs SAN
+292.0%
-304.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -5.3% | +10.8% | -16.1% | -9.7% |
| 30D | -15.8% | -5.7% | -10.1% | -13.8% |
| 3M | -18.6% | -13.4% | -5.2% | -13.7% |
| 6M | -45.0% | +3.5% | -48.5% | -46.2% |
| YTD | +16.8% | +9.7% | +7.0% | +10.2% |
| 1Y | +17.8% | +20.9% | -3.1% | +6.2% |
| 3Y | -21.5% | +254.3% | -275.8% | -57.5% |
| 5Y | -29.3% | +304.2% | -333.6% | -64.2% |
| All | -12.1% | +292.0% | -304.1% | -54.4% |
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 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