+260.2%
SAN vs GAP
+12.0%
+248.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +10.8% | -0.1% | +10.8% | +10.8% |
| 30D | -5.7% | -5.4% | -0.3% | -4.6% |
| 3M | -13.4% | +2.9% | -16.3% | -14.4% |
| 6M | +3.5% | -4.4% | +8.0% | +3.4% |
| YTD | +9.7% | -11.6% | +21.3% | +10.9% |
| 1Y | +20.9% | -6.0% | +26.9% | +20.3% |
| 3Y | +254.3% | +78.0% | +176.3% | +173.6% |
| 5Y | +304.2% | +8.5% | +295.7% | +234.1% |
| 10Y | +260.2% | +8.6% | +251.6% | +144.7% |
| All | +260.2% | +12.0% | +248.3% | +144.7% |
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