+267.7%
SAN vs GAP
+1.5%
+266.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +4.0% | -1.9% | +5.9% | +4.5% |
| 30D | -7.8% | -7.1% | -0.8% | -6.3% |
| 3M | -16.4% | +4.1% | -20.5% | -17.5% |
| 6M | +3.5% | +1.9% | +1.6% | +1.9% |
| YTD | +6.7% | -15.2% | +21.9% | +8.9% |
| 1Y | +14.5% | -10.6% | +25.1% | +15.2% |
| 3Y | +243.5% | +74.6% | +168.9% | +166.1% |
| 5Y | +296.2% | +3.7% | +292.5% | +230.9% |
| All | +267.7% | +1.5% | +266.2% | +156.4% |
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