+335.4%
SAN vs GAP
+27.6%
+307.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -2.8% | -6.3% | +3.5% | -1.4% |
| 30D | -0.5% | -0.2% | -0.3% | -0.8% |
| 3M | +22.7% | 0.0% | +22.7% | +22.1% |
| 6M | +28.8% | -8.1% | +36.9% | +29.9% |
| YTD | +26.3% | -16.5% | +42.7% | +29.5% |
| 1Y | +48.8% | -10.5% | +59.3% | +49.4% |
| 3Y | +347.2% | +104.0% | +243.2% | +232.2% |
| 5Y | +383.8% | +6.8% | +377.0% | +300.8% |
| All | +335.4% | +27.6% | +307.9% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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