+388.8%
GH vs SAN
+276.2%
+112.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.8% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -4.7% | +0.9% | -5.6% | -5.1% |
| 3M | +20.2% | +19.1% | +1.1% | +13.0% |
| 6M | +78.8% | +33.2% | +45.6% | +61.7% |
| YTD | +54.1% | +29.1% | +25.0% | +39.9% |
| 1Y | +177.1% | +50.2% | +126.8% | +137.9% |
| 3Y | +371.6% | +351.0% | +20.6% | +175.7% |
| 5Y | +21.9% | +394.7% | -372.8% | -32.7% |
| All | +388.8% | +276.2% | +112.5% | +229.3% |
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