+91.0%
GWW vs SAN
+349.3%
-258.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -1.5% | +3.3% | -4.9% | -2.1% |
| 30D | +1.1% | +1.1% | 0.0% | +0.9% |
| 3M | -1.0% | +22.2% | -23.2% | -4.3% |
| 6M | +16.3% | +36.0% | -19.7% | +10.1% |
| YTD | +28.5% | +28.2% | +0.3% | +21.9% |
| 1Y | +30.3% | +54.1% | -23.9% | +19.2% |
| All | +91.0% | +349.3% | -258.2% | +42.5% |
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