+103.4%
GLD vs SAN
+294.7%
-191.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.6% |
| 7D | -5.5% | +1.0% | -6.5% | -5.6% |
| 30D | -7.0% | -9.4% | +2.4% | -6.3% |
| 3M | -12.4% | -17.1% | +4.8% | -11.0% |
| 6M | -18.0% | +2.2% | -20.2% | -18.1% |
| YTD | -10.5% | +6.0% | -16.4% | -10.9% |
| 1Y | -8.1% | +12.7% | -20.8% | -8.8% |
| 3Y | +97.7% | +242.1% | -144.5% | +88.1% |
| 5Y | +103.4% | +293.6% | -190.2% | +83.1% |
| All | +103.4% | +294.7% | -191.3% | +83.1% |
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