+58.3%
GH vs SAN
+13.0%
+45.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.8% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | -4.5% | -9.4% | +4.9% | -1.7% |
| 3M | -6.2% | -17.1% | +10.9% | -1.1% |
| 6M | +55.0% | +2.2% | +52.8% | +52.9% |
| YTD | +51.6% | +6.0% | +45.6% | +52.1% |
| 1Y | +58.3% | +12.7% | +45.6% | +60.1% |
| All | +58.3% | +13.0% | +45.3% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling