-50.7%
GFS vs SAN
+3.5%
-54.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.7% |
| 7D | -20.7% | +3.5% | -24.2% | -21.7% |
| 30D | -25.2% | -13.2% | -12.0% | -19.6% |
| 3M | -26.3% | -16.9% | -9.4% | -18.8% |
| 6M | -50.7% | +2.3% | -53.0% | -51.9% |
| All | -50.7% | +3.5% | -54.2% | -51.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling