-30.1%
GFS vs SAN
+294.0%
-324.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +7.4% | +4.0% | +3.4% | +5.5% |
| 30D | -15.3% | -7.8% | -7.4% | -12.4% |
| 3M | -21.1% | -16.4% | -4.7% | -15.0% |
| 6M | -44.5% | +3.5% | -48.0% | -45.7% |
| YTD | +19.2% | +6.7% | +12.5% | +13.8% |
| 1Y | +27.2% | +14.5% | +12.8% | +17.4% |
| 3Y | -20.1% | +243.5% | -263.7% | -56.4% |
| All | -30.1% | +294.0% | -324.2% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling