+16.9%
GME vs SAN
+343.8%
-326.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.5% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +5.9% | -0.1% | +5.9% | +5.8% |
| 3M | -10.7% | +19.6% | -30.4% | -14.4% |
| 6M | -19.8% | +32.7% | -52.5% | -25.0% |
| YTD | -0.9% | +26.7% | -27.6% | -6.3% |
| 1Y | -15.7% | +51.6% | -67.3% | -22.9% |
| All | +16.9% | +343.8% | -326.9% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling