+276.4%
GME vs SAN
+347.0%
-70.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | +6.0% | -2.8% | +8.8% | +6.9% |
| 30D | +8.3% | -0.5% | +8.9% | +8.4% |
| 3M | -9.1% | +22.7% | -31.8% | -14.7% |
| 6M | -16.3% | +28.8% | -45.1% | -22.8% |
| YTD | +1.5% | +26.3% | -24.7% | -6.1% |
| 1Y | -16.3% | +48.8% | -65.2% | -26.3% |
| 3Y | +15.1% | +347.2% | -332.1% | -28.9% |
| 5Y | -57.2% | +383.8% | -440.9% | -74.8% |
| All | +276.4% | +347.0% | -70.5% | +123.6% |
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 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