-12.3%
GFS vs SAN
+288.9%
-301.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.1% | -1.2% | +2.2% |
| 7D | -3.1% | +8.7% | -11.9% | -6.9% |
| 30D | -16.0% | -6.5% | -9.5% | -13.7% |
| 3M | -24.7% | -14.2% | -10.5% | -19.8% |
| 6M | -45.1% | +2.7% | -47.9% | -46.1% |
| YTD | +16.5% | +8.9% | +7.6% | +10.2% |
| 1Y | +19.3% | +23.4% | -4.0% | +6.6% |
| 3Y | -20.0% | +257.9% | -277.9% | -56.9% |
| 5Y | -32.0% | +297.8% | -329.8% | -65.3% |
| All | -12.3% | +288.9% | -301.2% | -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