+2,104.1%
GNRC vs SAN
+174.0%
+1,930.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.5% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | -9.5% | -0.1% | -9.4% | -9.5% |
| 3M | -28.5% | +19.6% | -48.2% | -33.0% |
| 6M | -10.0% | +32.7% | -42.6% | -18.9% |
| YTD | +36.7% | +26.7% | +10.1% | +24.4% |
| 1Y | +2.6% | +51.6% | -49.1% | -12.5% |
| 3Y | +61.9% | +348.7% | -286.8% | -7.5% |
| 5Y | -59.0% | +378.7% | -437.8% | -77.5% |
| 10Y | +444.8% | +336.9% | +107.8% | +187.1% |
| All | +2,104.1% | +174.0% | +1,930.1% | +1,075.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling