+344.0%
SAN vs GPC
-1.1%
+345.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +1.8% | +1.2% | +0.6% | +1.5% |
| 30D | +2.0% | +6.0% | -4.0% | +0.8% |
| 3M | +19.7% | +42.6% | -22.9% | +10.4% |
| 6M | +30.6% | +22.8% | +7.9% | +23.9% |
| YTD | +28.8% | +15.5% | +13.4% | +22.0% |
| 1Y | +57.8% | +2.0% | +55.7% | +53.5% |
| All | +344.0% | -1.1% | +345.1% | +320.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling