+438.8%
GS vs SAN
+270.1%
+168.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | 0.0% |
| 7D | +5.9% | +4.0% | +1.9% | +3.7% |
| 30D | +4.3% | -7.8% | +12.1% | +8.4% |
| 3M | -11.7% | -16.4% | +4.7% | -3.7% |
| 6M | -3.2% | +3.5% | -6.7% | -5.4% |
| YTD | +5.8% | +6.7% | -0.9% | +0.8% |
| 1Y | +16.0% | +14.5% | +1.5% | +6.5% |
| 3Y | +199.8% | +243.5% | -43.8% | +51.4% |
| 5Y | +155.5% | +296.2% | -140.7% | +14.0% |
| All | +438.8% | +270.1% | +168.7% | +137.8% |
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