+243.5%
SAN vs GPC
+0.2%
+243.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | -7.8% | -6.3% | -1.5% | -6.6% |
| 3M | -16.4% | -8.2% | -8.2% | -14.9% |
| 6M | +3.5% | +27.1% | -23.6% | -2.5% |
| YTD | +6.7% | +3.1% | +3.6% | +3.1% |
| 1Y | +14.5% | +0.1% | +14.4% | +11.4% |
| 3Y | +243.5% | +0.2% | +243.3% | +220.9% |
| All | +243.5% | +0.2% | +243.3% | +220.9% |
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 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