-21.5%
GFS vs SAN
+258.0%
-279.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -5.3% | +10.8% | -16.1% | -9.5% |
| 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% | -46.1% |
| YTD | +16.8% | +9.7% | +7.0% | +10.3% |
| 1Y | +17.8% | +20.9% | -3.1% | +6.6% |
| 3Y | -21.5% | +254.3% | -275.8% | -55.6% |
| All | -21.5% | +258.0% | -279.5% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling