+92.9%
GWW vs SAN
+254.8%
-161.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | 0.0% | +3.4% | -3.4% | -0.6% |
| 30D | +14.0% | -6.3% | +20.2% | +14.9% |
| 3M | +14.4% | -14.1% | +28.5% | +16.8% |
| 6M | +21.7% | +4.2% | +17.5% | +20.2% |
| YTD | +48.4% | +9.0% | +39.4% | +44.1% |
| 1Y | +58.4% | +18.8% | +39.6% | +51.2% |
| All | +92.9% | +254.8% | -161.9% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling