+1,845.2%
GD vs SBAC
+2,281.7%
-436.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -3.1% |
| 7D | +3.0% | +5.8% | -2.8% | +2.4% |
| 30D | +10.5% | +20.8% | -10.3% | +8.7% |
| 3M | -5.0% | +4.8% | -9.7% | -5.4% |
| 6M | +5.5% | -9.1% | +14.6% | +6.1% |
| YTD | +10.3% | +3.1% | +7.3% | +9.5% |
| 1Y | +8.2% | +2.2% | +6.0% | +7.4% |
| 3Y | +59.0% | -8.4% | +67.4% | +58.6% |
| 5Y | +104.3% | -38.6% | +142.9% | +109.7% |
| 10Y | +202.4% | +103.6% | +98.8% | +181.9% |
| All | +1,845.2% | +2,281.7% | -436.5% | +1,400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling