+1,710.5%
GS vs SAN
+352.1%
+1,358.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.1% |
| 7D | -6.3% | +3.5% | -9.8% | -8.0% |
| 30D | -3.1% | -13.2% | +10.1% | +3.7% |
| 3M | -17.7% | -16.9% | -0.7% | -10.0% |
| 6M | -4.6% | +2.3% | -6.9% | -6.2% |
| YTD | +0.3% | +4.9% | -4.6% | -3.6% |
| 1Y | +11.7% | +20.4% | -8.7% | +0.1% |
| 3Y | +183.6% | +243.2% | -59.6% | +45.1% |
| 5Y | +141.0% | +275.3% | -134.3% | +12.6% |
| 10Y | +507.4% | +254.0% | +253.4% | +172.7% |
| All | +1,710.5% | +352.1% | +1,358.4% | +445.2% |
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 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