+2,064.0%
GS vs SAN
+455.1%
+1,608.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +0.9% | +1.8% | -0.8% | 0.0% |
| 30D | -1.6% | +2.0% | -3.6% | -2.6% |
| 3M | -4.5% | +19.7% | -24.2% | -12.9% |
| 6M | +20.9% | +30.6% | -9.8% | +5.2% |
| YTD | +19.9% | +28.8% | -9.0% | +4.3% |
| 1Y | +41.4% | +57.8% | -16.4% | +10.8% |
| 3Y | +239.2% | +338.1% | -99.0% | +53.7% |
| 5Y | +185.0% | +384.2% | -199.2% | +17.2% |
| 10Y | +655.0% | +353.1% | +301.8% | +199.7% |
| All | +2,064.0% | +455.1% | +1,608.9% | +490.1% |
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