+13.9%
GM vs SAN
+4.9%
+9.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.6% |
| 7D | -0.2% | +4.0% | -4.2% | -1.7% |
| 30D | +3.6% | -7.8% | +11.4% | +6.6% |
| 3M | -0.2% | -16.4% | +16.1% | +7.5% |
| 6M | +13.9% | +3.5% | +10.4% | +9.6% |
| All | +13.9% | +4.9% | +9.0% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling