+12.2%
GAP vs SBAC
-43.9%
+56.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +9.3% | +3.2% | +6.1% | +8.5% |
| 3M | +6.1% | -5.1% | +11.1% | +7.1% |
| 6M | -2.3% | -2.1% | -0.2% | -2.3% |
| YTD | -10.6% | -0.5% | -10.1% | -11.3% |
| 1Y | -4.4% | +1.1% | -5.6% | -5.8% |
| 3Y | +118.3% | -7.4% | +125.7% | +110.5% |
| 5Y | +12.2% | -44.3% | +56.5% | +19.8% |
| All | +12.2% | -43.9% | +56.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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