+96.7%
GD vs SBAC
-39.7%
+136.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -3.9% | +4.4% | -8.3% | -4.6% |
| 30D | +8.1% | +13.8% | -5.7% | +5.8% |
| 3M | -6.8% | +9.0% | -15.7% | -8.2% |
| 6M | +3.0% | -10.0% | +13.0% | +4.4% |
| YTD | +7.8% | +1.8% | +6.0% | +6.6% |
| 1Y | +5.8% | +1.1% | +4.7% | +4.8% |
| 3Y | +55.3% | -9.5% | +64.8% | +55.1% |
| 5Y | +96.7% | -39.0% | +135.7% | +110.5% |
| All | +96.7% | -39.7% | +136.4% | +110.5% |
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