+54.9%
GD vs SBAC
-8.7%
+63.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -3.9% | +4.4% | -8.3% | -4.3% |
| 30D | +8.1% | +13.8% | -5.7% | +6.8% |
| 3M | -6.8% | +9.0% | -15.7% | -7.6% |
| 6M | +3.0% | -10.0% | +13.0% | +3.8% |
| YTD | +7.8% | +1.8% | +6.0% | +7.4% |
| 1Y | +5.8% | +1.1% | +4.7% | +5.5% |
| All | +54.9% | -8.7% | +63.5% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling