-33.8%
GIS vs SAN
+294.0%
-327.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -3.4% | +4.0% | -7.4% | -3.5% |
| 30D | +6.9% | -7.8% | +14.7% | +7.0% |
| 3M | -10.1% | -16.4% | +6.2% | -9.7% |
| 6M | +5.9% | +3.5% | +2.3% | +5.6% |
| YTD | -21.1% | +6.7% | -27.8% | -21.5% |
| 1Y | -22.5% | +14.5% | -37.0% | -23.2% |
| 3Y | -39.0% | +243.5% | -282.5% | -42.6% |
| All | -33.8% | +294.0% | -327.8% | -36.7% |
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