+371.1%
GH vs SAN
+210.9%
+160.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | +0.6% | +4.0% | -3.5% | -0.8% |
| 30D | -6.9% | -7.8% | +0.9% | -4.7% |
| 3M | -4.9% | -16.4% | +11.4% | +0.4% |
| 6M | +54.1% | +3.5% | +50.5% | +51.3% |
| YTD | +48.5% | +6.7% | +41.8% | +43.1% |
| 1Y | +61.2% | +14.5% | +46.7% | +51.3% |
| 3Y | +570.3% | +243.5% | +326.8% | +327.1% |
| 5Y | +46.1% | +296.2% | -250.1% | -13.5% |
| All | +371.1% | +210.9% | +160.2% | +236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling