+506.4%
SAN vs GGLL
+195.8%
+310.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +5.7% |
| 7D | +8.7% | +6.3% | +2.4% | +7.7% |
| 30D | -6.5% | -35.1% | +28.6% | -0.7% |
| 3M | -14.2% | -37.7% | +23.5% | -8.5% |
| 6M | +2.7% | -54.1% | +56.8% | +14.0% |
| YTD | +8.9% | -29.4% | +38.3% | +11.9% |
| 1Y | +23.4% | -13.4% | +36.8% | +22.5% |
| 3Y | +257.9% | +158.3% | +99.6% | +174.7% |
| All | +506.4% | +195.8% | +310.6% | +362.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling