+471.4%
SAN vs GGLL
+188.6%
+282.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | +4.9% | +3.1% | +1.8% | +4.4% |
| 30D | -13.0% | -36.3% | +23.3% | -7.3% |
| 3M | -18.9% | -40.4% | +21.5% | -12.9% |
| 6M | -4.1% | -54.6% | +50.5% | +6.5% |
| YTD | +2.6% | -31.1% | +33.7% | +5.8% |
| 1Y | +16.9% | -19.2% | +36.1% | +17.3% |
| 3Y | +239.1% | +151.5% | +87.5% | +161.3% |
| All | +471.4% | +188.6% | +282.8% | +336.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling