+12.6%
GFS vs SAN
+16.7%
-4.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.5% | +7.1% |
| 7D | -7.8% | +4.9% | -12.7% | -9.9% |
| 30D | -19.7% | -13.0% | -6.7% | -15.0% |
| 3M | -23.1% | -18.9% | -4.3% | -16.3% |
| 6M | -46.4% | -4.1% | -42.2% | -45.7% |
| YTD | +11.0% | +2.6% | +8.5% | +8.7% |
| 1Y | +12.6% | +16.9% | -4.3% | +7.1% |
| All | +12.6% | +16.7% | -4.1% | +7.1% |
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