-14.3%
GME vs SAN
+58.9%
-73.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +7.2% | +1.8% | +5.4% | +6.7% |
| 30D | +0.8% | +2.0% | -1.2% | +0.2% |
| 3M | -14.0% | +19.7% | -33.7% | -18.7% |
| 6M | -19.7% | +30.6% | -50.4% | -26.8% |
| YTD | -4.6% | +28.8% | -33.4% | -12.5% |
| 1Y | -14.3% | +57.8% | -72.1% | -27.6% |
| All | -14.3% | +58.9% | -73.3% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling