-2.4%
GFS vs SAN
+360.3%
-362.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +1.0% | +1.8% | -0.8% | +0.2% |
| 30D | -8.6% | +2.0% | -10.6% | -9.4% |
| 3M | -46.5% | +19.7% | -66.3% | -50.7% |
| 6M | -4.8% | +30.6% | -35.5% | -15.8% |
| YTD | +29.7% | +28.8% | +0.8% | +14.4% |
| 1Y | +35.8% | +57.8% | -21.9% | +9.0% |
| 3Y | -18.3% | +338.1% | -356.5% | -59.7% |
| All | -2.4% | +360.3% | -362.7% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling