+212.2%
GLD vs SAN
+267.2%
-55.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.3% | +1.6% |
| 7D | +4.9% | +8.7% | -3.8% | +4.6% |
| 30D | -1.3% | -6.5% | +5.2% | -1.1% |
| 3M | -4.8% | -14.2% | +9.4% | -4.3% |
| 6M | -12.5% | +2.7% | -15.2% | -12.6% |
| YTD | -4.2% | +8.9% | -13.1% | -4.5% |
| 1Y | +3.0% | +23.4% | -20.3% | +2.6% |
| 3Y | +109.1% | +257.9% | -148.8% | +106.5% |
| 5Y | +121.6% | +297.8% | -176.2% | +117.7% |
| 10Y | +212.2% | +259.6% | -47.4% | +195.9% |
| All | +212.2% | +267.2% | -55.0% | +195.9% |
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 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