+2,520.1%
GPN vs SAN
+408.4%
+2,111.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -0.7% | +3.3% | -4.0% | -1.9% |
| 30D | +3.8% | +1.1% | +2.7% | +3.4% |
| 3M | +39.2% | +22.2% | +17.0% | +29.4% |
| 6M | +17.9% | +36.0% | -18.1% | +5.2% |
| YTD | +16.4% | +28.2% | -11.9% | +5.7% |
| 1Y | +3.6% | +54.1% | -50.5% | -12.1% |
| 3Y | -26.7% | +354.2% | -380.9% | -58.3% |
| 5Y | -44.8% | +387.3% | -432.1% | -70.0% |
| 10Y | +24.1% | +334.8% | -310.7% | -34.4% |
| All | +2,520.1% | +408.4% | +2,111.7% | +865.0% |
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