+456.3%
GME vs SAN
+267.7%
+188.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.1% |
| 7D | +6.0% | +1.0% | +5.0% | +5.6% |
| 30D | -5.9% | -9.4% | +3.5% | -3.4% |
| 3M | +38.2% | -17.1% | +55.3% | +45.2% |
| 6M | +14.5% | +2.2% | +12.4% | +12.7% |
| YTD | +27.6% | +6.0% | +21.6% | +23.6% |
| 1Y | +19.9% | +12.7% | +7.2% | +14.1% |
| 3Y | +104.3% | +242.1% | -137.8% | +36.1% |
| 5Y | -49.3% | +293.6% | -342.9% | -68.6% |
| All | +456.3% | +267.7% | +188.6% | +263.0% |
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