-54.1%
GTLB vs SAN
+278.1%
-332.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -0.7% | +4.0% | -4.8% | -2.6% |
| 30D | -10.2% | -7.8% | -2.4% | -7.4% |
| 3M | +10.1% | -16.4% | +26.5% | +18.2% |
| 6M | +116.5% | +3.5% | +112.9% | +108.9% |
| YTD | +27.2% | +6.7% | +20.5% | +18.5% |
| 1Y | +8.6% | +14.5% | -5.9% | -2.6% |
| 3Y | +5.6% | +243.5% | -237.9% | -50.6% |
| 5Y | -61.8% | +296.2% | -358.0% | -85.3% |
| All | -54.1% | +278.1% | -332.2% | -82.3% |
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