+1,414.5%
GME vs SAN
+486.0%
+928.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.2% |
| 7D | +6.0% | +1.0% | +5.0% | +5.5% |
| 30D | -5.9% | -9.4% | +3.5% | -2.9% |
| 3M | +38.2% | -17.1% | +55.3% | +46.5% |
| 6M | +14.5% | +2.2% | +12.4% | +12.4% |
| YTD | +27.6% | +6.0% | +21.6% | +22.8% |
| 1Y | +19.9% | +12.7% | +7.2% | +13.0% |
| 3Y | +104.3% | +242.1% | -137.8% | +27.6% |
| 5Y | -49.3% | +293.6% | -342.9% | -70.3% |
| 10Y | +473.0% | +266.1% | +206.9% | +208.4% |
| All | +1,414.5% | +486.0% | +928.5% | +428.3% |
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