+149.0%
GEN vs SAN
+338.5%
-189.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -0.7% | +3.3% | -4.0% | -1.3% |
| 30D | +2.6% | +1.1% | +1.6% | +2.4% |
| 3M | +15.8% | +22.2% | -6.4% | +11.0% |
| 6M | +33.1% | +36.0% | -2.9% | +24.6% |
| YTD | +11.3% | +28.2% | -16.9% | +5.2% |
| 1Y | +1.7% | +54.1% | -52.5% | -7.6% |
| 3Y | +58.1% | +354.2% | -296.1% | +15.9% |
| 5Y | +20.6% | +387.3% | -366.7% | -14.4% |
| 10Y | +149.0% | +334.8% | -185.8% | +78.6% |
| All | +149.0% | +338.5% | -189.5% | +78.6% |
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