+2,101.2%
SAN vs GAP
+2,258.2%
-157.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +1.8% | -4.5% | +6.2% | +2.9% |
| 30D | +2.0% | +9.0% | -7.1% | -0.5% |
| 3M | +19.7% | +5.0% | +14.7% | +17.7% |
| 6M | +30.6% | -17.8% | +48.4% | +35.1% |
| YTD | +28.8% | -10.4% | +39.2% | +30.1% |
| 1Y | +57.8% | -3.4% | +61.2% | +55.5% |
| 3Y | +338.1% | +111.5% | +226.6% | +221.4% |
| 5Y | +384.2% | +8.8% | +375.4% | +296.0% |
| 10Y | +353.1% | +32.9% | +320.3% | +204.2% |
| All | +2,101.2% | +2,258.2% | -157.0% | +814.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling