+1,759.8%
SAN vs GAP
+2,254.5%
-494.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +5.3% |
| 7D | +8.7% | 0.0% | +8.7% | +8.7% |
| 30D | -6.5% | -4.3% | -2.2% | -5.6% |
| 3M | -14.2% | +9.4% | -23.6% | -16.5% |
| 6M | +2.7% | -3.3% | +6.0% | +2.3% |
| YTD | +8.9% | -10.5% | +19.4% | +9.8% |
| 1Y | +23.4% | -2.4% | +25.8% | +21.5% |
| 3Y | +257.9% | +80.1% | +177.9% | +174.8% |
| 5Y | +297.8% | +6.5% | +291.3% | +227.4% |
| 10Y | +259.6% | +14.6% | +245.0% | +151.8% |
| All | +1,759.8% | +2,254.5% | -494.7% | +671.3% |
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