+669.9%
GWW vs SAN
+270.1%
+399.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.1% |
| 7D | +3.6% | +4.0% | -0.5% | +2.3% |
| 30D | +12.1% | -7.8% | +19.9% | +14.5% |
| 3M | +12.9% | -16.4% | +29.3% | +18.2% |
| 6M | +19.3% | +3.5% | +15.8% | +17.0% |
| YTD | +48.7% | +6.7% | +42.0% | +43.1% |
| 1Y | +60.5% | +14.5% | +46.0% | +51.2% |
| 3Y | +93.3% | +243.5% | -150.3% | +26.9% |
| 5Y | +219.0% | +296.2% | -77.2% | +93.3% |
| All | +669.9% | +270.1% | +399.8% | +361.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling