-48.9%
GME vs SAN
+298.8%
-347.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +4.8% | +10.8% | -6.0% | +0.6% |
| 30D | -4.3% | -5.7% | +1.5% | -2.3% |
| 3M | +35.3% | -13.4% | +48.8% | +42.3% |
| 6M | +4.7% | +3.5% | +1.2% | +1.7% |
| YTD | +26.6% | +9.7% | +16.9% | +19.0% |
| 1Y | +18.3% | +20.9% | -2.5% | +6.7% |
| 3Y | +102.8% | +254.3% | -151.5% | +3.8% |
| 5Y | -48.9% | +304.2% | -353.2% | -77.9% |
| All | -48.9% | +298.8% | -347.7% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling