+617.8%
SAN vs GGLL
+328.7%
+289.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +1.8% | -4.8% | +6.5% | +2.6% |
| 30D | +2.0% | -13.7% | +15.7% | +4.3% |
| 3M | +19.7% | -21.9% | +41.6% | +23.4% |
| 6M | +30.6% | +11.7% | +19.0% | +26.3% |
| YTD | +28.8% | +2.3% | +26.6% | +26.1% |
| 1Y | +57.8% | +76.2% | -18.4% | +41.5% |
| 3Y | +338.1% | +245.0% | +93.1% | +224.4% |
| All | +617.8% | +328.7% | +289.1% | +420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling