+231.1%
GM vs SAN
+357.1%
-126.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.8% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -1.1% | +0.9% | -2.1% | -1.7% |
| 3M | +6.1% | +19.1% | -13.0% | -3.7% |
| 6M | +15.0% | +33.2% | -18.2% | -2.1% |
| YTD | +6.0% | +29.1% | -23.1% | -9.0% |
| 1Y | +47.1% | +50.2% | -3.1% | +15.9% |
| 3Y | +170.5% | +351.0% | -180.5% | +12.0% |
| 5Y | +80.5% | +394.7% | -314.2% | -31.9% |
| All | +231.1% | +357.1% | -126.0% | +20.3% |
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 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