+205.0%
GLD vs SAN
+236.7%
-31.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.7% |
| 7D | +4.7% | +4.9% | -0.2% | +4.5% |
| 30D | -0.9% | -13.0% | +12.1% | -0.4% |
| 3M | -4.4% | -18.9% | +14.5% | -3.7% |
| 6M | -13.6% | -4.1% | -9.4% | -13.4% |
| YTD | -6.0% | +2.6% | -8.6% | -6.0% |
| 1Y | +1.8% | +16.9% | -15.2% | +1.5% |
| 3Y | +103.2% | +239.1% | -135.9% | +101.1% |
| 5Y | +119.3% | +266.8% | -147.5% | +116.0% |
| All | +205.0% | +236.7% | -31.7% | +190.0% |
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