-22.9%
GIS vs SAN
+384.1%
-406.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -8.6% | -0.5% | -8.1% | -8.6% |
| 30D | -0.5% | -0.1% | -0.4% | -0.5% |
| 3M | +11.9% | +19.6% | -7.7% | +11.2% |
| 6M | -11.6% | +32.7% | -44.3% | -12.5% |
| YTD | -16.3% | +26.7% | -43.0% | -17.2% |
| 1Y | -21.8% | +51.6% | -73.4% | -23.3% |
| 3Y | -35.7% | +348.7% | -384.4% | -40.4% |
| 5Y | -22.9% | +378.7% | -401.6% | -28.6% |
| All | -22.9% | +384.1% | -406.9% | -28.6% |
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