+155.4%
GEN vs SAN
+275.0%
-119.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -0.8% | +3.4% | -4.2% | -1.5% |
| 30D | +31.2% | -6.3% | +37.5% | +32.7% |
| 3M | +6.1% | -14.1% | +20.2% | +9.1% |
| 6M | +38.1% | +4.2% | +33.9% | +36.4% |
| YTD | +14.4% | +9.0% | +5.3% | +11.4% |
| 1Y | +15.1% | +18.8% | -3.6% | +10.2% |
| 3Y | +68.5% | +252.0% | -183.5% | +30.0% |
| 5Y | +35.8% | +299.5% | -263.7% | +0.4% |
| 10Y | +155.4% | +276.7% | -121.3% | +94.8% |
| All | +155.4% | +275.0% | -119.6% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling