-57.4%
GNRC vs SAN
+385.2%
-442.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +1.9% |
| 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% | -33.2% |
| 6M | -12.1% | +33.2% | -45.3% | -23.4% |
| YTD | +37.1% | +29.1% | +8.0% | +19.9% |
| 1Y | -0.5% | +50.2% | -50.7% | -19.2% |
| 3Y | +61.5% | +351.0% | -289.5% | -26.7% |
| All | -57.4% | +385.2% | -442.6% | -82.5% |
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