+93.8%
GD vs SBAC
-40.3%
+134.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -5.0% | +1.2% | -6.2% | -5.2% |
| 30D | +8.9% | +11.2% | -2.3% | +7.0% |
| 3M | -8.0% | +4.5% | -12.5% | -8.8% |
| 6M | +2.9% | -12.2% | +15.1% | +4.7% |
| YTD | +7.1% | -0.1% | +7.2% | +6.2% |
| 1Y | +5.9% | -0.3% | +6.2% | +5.1% |
| 3Y | +53.9% | -8.7% | +62.6% | +53.1% |
| All | +93.8% | -40.3% | +134.2% | +109.5% |
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