-45.2%
GPN vs SAN
+381.4%
-426.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | -6.2% | -0.5% | -5.8% | -6.1% |
| 30D | +1.0% | -0.1% | +1.1% | +1.0% |
| 3M | +36.9% | +19.6% | +17.3% | +26.9% |
| 6M | +16.8% | +32.7% | -15.9% | +3.4% |
| YTD | +13.2% | +26.7% | -13.5% | +1.8% |
| 1Y | +1.4% | +51.6% | -50.2% | -15.6% |
| 3Y | -28.6% | +348.7% | -377.4% | -63.0% |
| All | -45.2% | +381.4% | -426.6% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling