+2,101.2%
SAN vs GPC
+2,341.8%
-240.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.5% |
| 7D | +1.8% | +1.2% | +0.6% | +1.1% |
| 30D | +2.0% | +6.0% | -4.0% | -1.5% |
| 3M | +19.7% | +42.6% | -22.9% | -4.6% |
| 6M | +30.6% | +22.8% | +7.9% | +13.5% |
| YTD | +28.8% | +15.5% | +13.4% | +13.8% |
| 1Y | +57.8% | +2.0% | +55.7% | +49.7% |
| 3Y | +338.1% | -1.4% | +339.6% | +298.8% |
| 5Y | +384.2% | +30.6% | +353.6% | +261.4% |
| 10Y | +353.1% | +80.6% | +272.5% | +162.8% |
| All | +2,101.2% | +2,341.8% | -240.6% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling