+239.1%
SAN vs GPC
+1.0%
+238.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | +4.9% | +1.6% | +3.3% | +4.6% |
| 30D | -13.0% | -2.1% | -10.9% | -12.7% |
| 3M | -18.9% | -6.8% | -12.1% | -17.7% |
| 6M | -4.1% | +18.6% | -22.7% | -8.4% |
| YTD | +2.6% | +2.7% | -0.1% | -0.8% |
| 1Y | +16.9% | +1.8% | +15.2% | +13.3% |
| 3Y | +239.1% | +1.1% | +238.0% | +218.2% |
| All | +239.1% | +1.0% | +238.1% | +218.2% |
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