+435.3%
GNRC vs SAN
+357.1%
+78.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +2.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -15.7% | +0.9% | -16.7% | -16.1% |
| 3M | -27.3% | +19.1% | -46.4% | -32.4% |
| 6M | -12.1% | +33.2% | -45.3% | -21.9% |
| YTD | +37.1% | +29.1% | +8.0% | +22.4% |
| 1Y | -0.5% | +50.2% | -50.7% | -16.4% |
| 3Y | +61.5% | +351.0% | -289.5% | -14.4% |
| 5Y | -58.6% | +394.7% | -453.2% | -79.3% |
| All | +435.3% | +357.1% | +78.3% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling