+606.9%
GEV vs SAN
+226.4%
+380.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.7% |
| 7D | -1.9% | -2.8% | +0.9% | -0.6% |
| 30D | -8.7% | -0.5% | -8.1% | -8.4% |
| 3M | +6.6% | +22.7% | -16.1% | -3.1% |
| 6M | +10.2% | +28.8% | -18.6% | -2.4% |
| YTD | +41.6% | +26.3% | +15.4% | +24.8% |
| 1Y | +43.9% | +48.8% | -5.0% | +17.2% |
| All | +606.9% | +226.4% | +380.5% | +317.4% |
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