+62.5%
GEN vs SAN
+358.9%
-296.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -1.2% | +1.8% | -3.0% | -1.6% |
| 30D | +10.1% | +2.0% | +8.2% | +9.6% |
| 3M | +16.1% | +19.7% | -3.6% | +10.7% |
| 6M | +38.9% | +30.6% | +8.2% | +29.0% |
| YTD | +14.4% | +28.8% | -14.4% | +6.5% |
| 1Y | +5.9% | +57.8% | -51.9% | -7.2% |
| All | +62.5% | +358.9% | -296.4% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling