-52.0%
GTLB vs SAN
+356.7%
-408.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +11.1% | +1.8% | +9.3% | +10.2% |
| 30D | +37.8% | +2.0% | +35.8% | +36.5% |
| 3M | +61.6% | +19.7% | +41.8% | +47.8% |
| 6M | +98.9% | +30.6% | +68.3% | +72.1% |
| YTD | +32.8% | +28.8% | +3.9% | +14.7% |
| 1Y | +14.7% | +57.8% | -43.1% | -11.4% |
| 3Y | +1.3% | +338.1% | -336.8% | -57.8% |
| All | -52.0% | +356.7% | -408.7% | -82.9% |
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 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