+60.5%
GWW vs SAN
+12.6%
+47.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | +3.6% | +4.0% | -0.5% | +3.0% |
| 30D | +12.1% | -7.8% | +19.9% | +12.8% |
| 3M | +12.9% | -16.4% | +29.3% | +14.8% |
| 6M | +19.3% | +3.5% | +15.8% | +18.1% |
| YTD | +48.7% | +6.7% | +42.0% | +39.4% |
| 1Y | +60.5% | +14.5% | +46.0% | +45.0% |
| All | +60.5% | +12.6% | +47.9% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling