+1,403.3%
GME vs SAN
+506.8%
+896.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +4.8% | +10.8% | -6.0% | +1.2% |
| 30D | -4.3% | -5.7% | +1.5% | -2.5% |
| 3M | +35.3% | -13.4% | +48.8% | +41.4% |
| 6M | +4.7% | +3.5% | +1.2% | +2.3% |
| YTD | +26.6% | +9.7% | +16.9% | +20.5% |
| 1Y | +18.3% | +20.9% | -2.5% | +8.9% |
| 3Y | +102.8% | +254.3% | -151.5% | +25.2% |
| 5Y | -48.9% | +304.2% | -353.2% | -70.3% |
| 10Y | +480.5% | +260.2% | +220.2% | +214.3% |
| All | +1,403.3% | +506.8% | +896.5% | +418.4% |
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