+514.9%
GEV vs SAN
+175.8%
+339.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.2% |
| 7D | +3.7% | +4.0% | -0.3% | +1.9% |
| 30D | -14.7% | -7.8% | -6.9% | -11.6% |
| 3M | -23.4% | -16.4% | -7.1% | -17.1% |
| 6M | -24.3% | +3.5% | -27.9% | -25.9% |
| YTD | +23.2% | +6.7% | +16.5% | +16.9% |
| 1Y | +44.2% | +14.5% | +29.7% | +32.3% |
| All | +514.9% | +175.8% | +339.0% | +291.0% |
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