-12.6%
GPN vs SAN
+247.1%
-259.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | -5.6% | +4.0% | -9.7% | -6.7% |
| 30D | +13.6% | -7.8% | +21.4% | +16.6% |
| 3M | -2.8% | -16.4% | +13.5% | +3.1% |
| 6M | +38.1% | +3.5% | +34.5% | +35.3% |
| YTD | +19.9% | +6.7% | +13.2% | +15.7% |
| 1Y | +23.4% | +14.5% | +8.9% | +16.3% |
| 3Y | -12.6% | +243.5% | -256.2% | -37.3% |
| All | -12.6% | +247.1% | -259.7% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling