+213.3%
GLD vs SAN
+338.5%
-125.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | +0.7% | +3.3% | -2.6% | +0.6% |
| 30D | +0.3% | +1.1% | -0.8% | +0.3% |
| 3M | +0.6% | +22.2% | -21.6% | 0.0% |
| 6M | -15.6% | +36.0% | -51.6% | -16.2% |
| YTD | +0.9% | +28.2% | -27.4% | +0.1% |
| 1Y | +19.4% | +54.1% | -34.7% | +18.2% |
| 3Y | +124.5% | +354.2% | -229.8% | +120.6% |
| 5Y | +138.9% | +387.3% | -248.3% | +133.7% |
| 10Y | +213.3% | +334.8% | -121.5% | +198.2% |
| All | +213.3% | +338.5% | -125.2% | +198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling