+381.6%
SAN vs GPC
+30.9%
+350.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +1.8% | +1.2% | +0.6% | +1.4% |
| 30D | +2.0% | +6.0% | -4.0% | 0.0% |
| 3M | +19.7% | +42.6% | -22.9% | +5.2% |
| 6M | +30.6% | +22.8% | +7.9% | +20.6% |
| YTD | +28.8% | +15.5% | +13.4% | +19.4% |
| 1Y | +57.8% | +2.0% | +55.7% | +53.1% |
| 3Y | +338.1% | -1.4% | +339.6% | +318.6% |
| All | +381.6% | +30.9% | +350.7% | +242.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling