+1,488.6%
GIS vs SAN
+2,116.5%
-627.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -7.8% | +1.8% | -9.6% | -8.0% |
| 30D | +6.6% | +2.0% | +4.6% | +6.3% |
| 3M | +21.0% | +19.7% | +1.2% | +18.6% |
| 6M | -9.1% | +30.6% | -39.7% | -11.8% |
| YTD | -13.6% | +28.8% | -42.5% | -16.3% |
| 1Y | -18.0% | +57.8% | -75.8% | -22.4% |
| 3Y | -33.7% | +338.1% | -371.8% | -44.1% |
| 5Y | -19.4% | +384.2% | -403.7% | -33.9% |
| 10Y | -21.3% | +353.1% | -374.4% | -37.3% |
| All | +1,488.6% | +2,116.5% | -627.9% | +808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling