+23.8%
GH vs SAN
+381.9%
-358.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.1% | +3.3% | -5.4% | -3.5% |
| 30D | -4.5% | +1.1% | -5.5% | -5.0% |
| 3M | +28.9% | +22.2% | +6.7% | +17.6% |
| 6M | +76.5% | +36.0% | +40.5% | +53.5% |
| YTD | +57.6% | +28.2% | +29.4% | +39.2% |
| 1Y | +167.5% | +54.1% | +113.4% | +115.8% |
| 3Y | +377.4% | +354.2% | +23.2% | +123.2% |
| 5Y | +23.8% | +387.3% | -363.5% | -47.2% |
| All | +23.8% | +381.9% | -358.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling