+1,032.6%
GME vs SAN
+612.4%
+420.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +7.2% | +1.8% | +5.4% | +6.6% |
| 30D | +0.8% | +2.0% | -1.2% | +0.1% |
| 3M | -14.0% | +19.7% | -33.7% | -19.5% |
| 6M | -19.7% | +30.6% | -50.4% | -27.4% |
| YTD | -4.6% | +28.8% | -33.4% | -13.6% |
| 1Y | -14.3% | +57.8% | -72.1% | -27.7% |
| 3Y | +4.0% | +338.1% | -334.1% | -40.2% |
| 5Y | -62.2% | +384.2% | -446.4% | -79.2% |
| 10Y | +241.4% | +353.1% | -111.8% | +71.1% |
| All | +1,032.6% | +612.4% | +420.2% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling