+36.5%
GBAB vs SPY
+307.0%
-270.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.1% | +2.6% | -6.7% | -4.7% |
| 30D | +2.5% | -2.0% | +4.5% | +3.0% |
| 3M | -8.6% | -2.8% | -5.8% | -8.0% |
| 6M | -5.8% | +2.1% | -7.9% | -6.4% |
| YTD | -7.7% | +11.5% | -19.1% | -10.4% |
| 1Y | -10.4% | +13.5% | -23.9% | -13.4% |
| 3Y | +13.2% | +77.7% | -64.5% | -3.2% |
| 5Y | -15.4% | +72.6% | -88.0% | -27.8% |
| All | +36.5% | +307.0% | -270.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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