-61.1%
GTLB vs SAN
+300.6%
-361.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.7% |
| 7D | -9.6% | +3.4% | -13.0% | -11.1% |
| 30D | -15.5% | -6.3% | -9.2% | -13.5% |
| 3M | +12.4% | -14.1% | +26.5% | +19.4% |
| 6M | +84.6% | +4.2% | +80.4% | +77.8% |
| YTD | +26.1% | +9.0% | +17.0% | +16.3% |
| 1Y | +1.7% | +18.8% | -17.1% | -10.5% |
| 3Y | +6.1% | +252.0% | -245.9% | -51.7% |
| 5Y | -61.1% | +299.5% | -360.6% | -85.9% |
| All | -61.1% | +300.6% | -361.7% | -85.9% |
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