+20.6%
GEN vs SAN
+381.9%
-361.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -0.7% | +3.3% | -4.0% | -1.5% |
| 30D | +2.6% | +1.1% | +1.6% | +2.4% |
| 3M | +15.8% | +22.2% | -6.4% | +10.0% |
| 6M | +33.1% | +36.0% | -2.9% | +22.8% |
| YTD | +11.3% | +28.2% | -16.9% | +3.9% |
| 1Y | +1.7% | +54.1% | -52.5% | -9.7% |
| 3Y | +58.1% | +354.2% | -296.1% | +7.3% |
| 5Y | +20.6% | +387.3% | -366.7% | -22.1% |
| All | +20.6% | +381.9% | -361.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling