+25.3%
GPN vs SAN
+357.1%
-331.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -1.2% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -0.3% | +0.9% | -1.2% | -0.7% |
| 3M | +35.4% | +19.1% | +16.3% | +25.4% |
| 6M | +21.7% | +33.2% | -11.5% | +7.0% |
| YTD | +14.9% | +29.1% | -14.2% | +1.9% |
| 1Y | +3.2% | +50.2% | -47.0% | -14.6% |
| 3Y | -27.1% | +351.0% | -378.2% | -63.4% |
| 5Y | -44.4% | +394.7% | -439.0% | -74.1% |
| All | +25.3% | +357.1% | -331.7% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling