+6.1%
GD vs SBAC
-2.9%
+9.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | +0.6% | -2.8% | +3.4% | +0.8% |
| 30D | +9.5% | +3.1% | +6.3% | +9.3% |
| 3M | -5.8% | +5.1% | -11.0% | -6.2% |
| 6M | +7.7% | -11.4% | +19.1% | +8.2% |
| YTD | +11.1% | +0.2% | +10.9% | +12.6% |
| 1Y | +6.1% | -3.9% | +10.0% | +10.0% |
| All | +6.1% | -2.9% | +9.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling