+100.3%
GD vs SBAC
-40.5%
+140.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | +1.9% | -2.7% | +4.6% | +2.3% |
| 30D | +9.2% | +3.3% | +5.9% | +8.6% |
| 3M | -7.5% | +3.3% | -10.7% | -8.1% |
| 6M | +5.8% | -10.9% | +16.7% | +7.4% |
| YTD | +9.8% | -1.0% | +10.8% | +9.0% |
| 1Y | +5.8% | -4.5% | +10.3% | +5.8% |
| 3Y | +58.0% | -8.7% | +66.8% | +57.1% |
| All | +100.3% | -40.5% | +140.8% | +117.2% |
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 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