+139.3%
GS vs SAN
+267.8%
-128.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.6% |
| 7D | -3.2% | +4.9% | -8.1% | -5.3% |
| 30D | -2.4% | -13.0% | +10.6% | +3.5% |
| 3M | -15.7% | -18.9% | +3.1% | -8.0% |
| 6M | -6.8% | -4.1% | -2.6% | -5.4% |
| YTD | -0.1% | +2.6% | -2.6% | -2.2% |
| 1Y | +12.1% | +16.9% | -4.8% | +3.7% |
| 3Y | +185.8% | +239.1% | -53.3% | +65.3% |
| All | +139.3% | +267.8% | -128.5% | +33.2% |
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