+348.2%
SAN vs GPC
+83.6%
+264.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | +1.8% | +1.2% | +0.6% | +1.2% |
| 30D | +2.0% | +6.0% | -4.0% | -0.9% |
| 3M | +19.7% | +42.6% | -22.9% | -0.9% |
| 6M | +30.6% | +22.8% | +7.9% | +16.3% |
| YTD | +28.8% | +15.5% | +13.4% | +16.1% |
| 1Y | +57.8% | +2.0% | +55.7% | +51.4% |
| 3Y | +338.1% | -1.4% | +339.6% | +307.2% |
| 5Y | +384.2% | +30.6% | +353.6% | +270.0% |
| All | +348.2% | +83.6% | +264.6% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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