+379.9%
SAN vs GFI
+524.1%
-144.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.5% | +2.4% |
| 7D | +0.2% | -4.9% | +5.1% | +0.8% |
| 30D | +0.9% | +10.7% | -9.8% | -0.4% |
| 3M | +19.1% | +25.6% | -6.5% | +15.4% |
| 6M | +33.2% | -8.3% | +41.5% | +33.1% |
| YTD | +29.1% | +6.3% | +22.8% | +27.0% |
| 1Y | +50.2% | +22.1% | +28.2% | +45.6% |
| 3Y | +351.0% | +289.2% | +61.8% | +295.7% |
| All | +379.9% | +524.1% | -144.2% | +320.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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