+47.0%
GH vs SAN
+300.6%
-253.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.1% |
| 7D | -8.2% | +3.4% | -11.6% | -9.5% |
| 30D | -4.9% | -6.3% | +1.3% | -2.6% |
| 3M | -6.2% | -14.1% | +7.9% | -0.5% |
| 6M | +60.0% | +4.2% | +55.9% | +55.5% |
| YTD | +51.5% | +9.0% | +42.5% | +42.3% |
| 1Y | +58.4% | +18.8% | +39.6% | +42.5% |
| 3Y | +617.2% | +252.0% | +365.2% | +262.7% |
| 5Y | +47.0% | +299.5% | -252.5% | -36.9% |
| All | +47.0% | +300.6% | -253.5% | -36.9% |
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 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