+387.3%
SAN vs GAP
+9.4%
+377.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | +1.1% | +9.3% | -8.2% | -0.7% |
| 3M | +22.2% | +6.1% | +16.1% | +20.6% |
| 6M | +36.0% | -2.3% | +38.3% | +35.5% |
| YTD | +28.2% | -10.6% | +38.8% | +29.3% |
| 1Y | +54.1% | -4.4% | +58.6% | +53.1% |
| 3Y | +354.2% | +118.3% | +235.9% | +255.7% |
| 5Y | +387.3% | +12.2% | +375.1% | +311.6% |
| All | +387.3% | +9.4% | +377.9% | +311.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling