+494.3%
SAN vs GGLL
+210.8%
+283.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | +4.0% | +7.7% | -3.7% | +2.8% |
| 30D | -7.8% | -30.2% | +22.4% | -3.3% |
| 3M | -16.4% | -31.3% | +14.9% | -12.2% |
| 6M | +3.5% | -52.1% | +55.6% | +14.1% |
| YTD | +6.7% | -25.9% | +32.5% | +8.7% |
| 1Y | +14.5% | -8.5% | +22.9% | +12.7% |
| 3Y | +243.5% | +165.5% | +78.0% | +162.9% |
| All | +494.3% | +210.8% | +283.5% | +349.0% |
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 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