+1,762.8%
SAN vs GAP
+2,180.4%
-417.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | +3.4% | -9.3% | +12.7% | +5.9% |
| 30D | -6.3% | -5.5% | -0.8% | -5.1% |
| 3M | -14.1% | +3.5% | -17.6% | -15.2% |
| 6M | +4.2% | +0.7% | +3.5% | +2.7% |
| YTD | +9.0% | -13.4% | +22.4% | +10.8% |
| 1Y | +18.8% | -7.7% | +26.4% | +18.6% |
| 3Y | +252.0% | +74.4% | +177.6% | +172.4% |
| 5Y | +299.5% | +5.3% | +294.1% | +229.6% |
| 10Y | +276.7% | +4.7% | +272.0% | +170.1% |
| All | +1,762.8% | +2,180.4% | -417.6% | +678.7% |
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 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