+1,710.6%
SAN vs GPC
+2,072.3%
-361.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | +1.0% | -1.3% | +2.3% | +1.8% |
| 30D | -9.4% | -6.0% | -3.3% | -6.1% |
| 3M | -17.1% | -7.6% | -9.5% | -13.5% |
| 6M | +2.2% | +24.2% | -22.1% | -12.1% |
| YTD | +6.0% | +2.7% | +3.3% | 0.0% |
| 1Y | +12.7% | +0.2% | +12.6% | +7.9% |
| 3Y | +242.1% | -0.8% | +242.9% | +210.1% |
| 5Y | +293.6% | +4.4% | +289.2% | +236.9% |
| 10Y | +266.1% | +74.5% | +191.6% | +115.6% |
| All | +1,710.6% | +2,072.3% | -361.7% | +279.3% |
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