+297.8%
SAN vs GAP
+10.4%
+287.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +5.5% |
| 7D | +8.7% | 0.0% | +8.7% | +8.7% |
| 30D | -6.5% | -4.3% | -2.2% | -5.9% |
| 3M | -14.2% | +9.4% | -23.6% | -15.7% |
| 6M | +2.7% | -3.3% | +6.0% | +2.4% |
| YTD | +8.9% | -10.5% | +19.4% | +9.6% |
| 1Y | +23.4% | -2.4% | +25.8% | +22.3% |
| 3Y | +257.9% | +80.1% | +177.9% | +196.1% |
| 5Y | +297.8% | +6.5% | +291.3% | +225.6% |
| All | +297.8% | +10.4% | +287.4% | +225.6% |
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