-21.3%
GFS vs SAN
+274.8%
-296.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.6% |
| 7D | -20.7% | +3.5% | -24.2% | -22.0% |
| 30D | -25.2% | -13.2% | -12.0% | -20.6% |
| 3M | -26.3% | -16.9% | -9.4% | -20.3% |
| 6M | -50.7% | +2.3% | -53.0% | -51.5% |
| YTD | +4.5% | +4.9% | -0.4% | +0.6% |
| 1Y | +2.5% | +20.4% | -18.0% | -7.5% |
| 3Y | -30.9% | +243.2% | -274.1% | -62.1% |
| 5Y | -42.6% | +275.3% | -317.9% | -69.8% |
| All | -21.3% | +274.8% | -296.2% | -58.4% |
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 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