+27.2%
GFS vs SAN
+12.6%
+14.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +7.4% | +4.0% | +3.4% | +5.7% |
| 30D | -15.3% | -7.8% | -7.4% | -12.3% |
| 3M | -21.1% | -16.4% | -4.7% | -15.1% |
| 6M | -44.5% | +3.5% | -48.0% | -45.3% |
| YTD | +19.2% | +6.7% | +12.5% | +15.1% |
| 1Y | +27.2% | +14.5% | +12.8% | +20.9% |
| All | +27.2% | +12.6% | +14.6% | +20.9% |
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