+17.5%
GFS vs SAN
+21.7%
-4.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.1% | -1.2% | +2.5% |
| 7D | -3.1% | +8.7% | -11.9% | -6.5% |
| 30D | -16.0% | -6.5% | -9.5% | -13.6% |
| 3M | -24.7% | -14.2% | -10.5% | -19.8% |
| 6M | -45.1% | +2.7% | -47.9% | -45.9% |
| YTD | +16.5% | +8.9% | +7.6% | +11.5% |
| All | +17.5% | +21.7% | -4.3% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling