+627.7%
GEV vs SAN
+227.5%
+400.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | +3.2% | -0.5% | +3.6% | +3.4% |
| 30D | -4.0% | -0.1% | -3.9% | -4.0% |
| 3M | +3.4% | +19.6% | -16.2% | -4.9% |
| 6M | +14.7% | +32.7% | -18.0% | +0.2% |
| YTD | +45.8% | +26.7% | +19.1% | +28.2% |
| 1Y | +57.4% | +51.6% | +5.7% | +27.1% |
| All | +627.7% | +227.5% | +400.1% | +329.0% |
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 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