+1,806.8%
GD vs SBAC
+2,208.1%
-401.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | -6.4% | +6.9% | -13.3% | -7.0% |
| 3M | +5.7% | -8.2% | +13.9% | +6.4% |
| 6M | -0.9% | -1.6% | +0.7% | -1.2% |
| YTD | +8.2% | -0.1% | +8.3% | +7.7% |
| 1Y | +13.4% | -0.5% | +13.9% | +13.0% |
| 3Y | +68.5% | -9.1% | +77.6% | +68.2% |
| 5Y | +97.2% | -43.8% | +140.9% | +104.0% |
| 10Y | +190.2% | +80.5% | +109.7% | +173.2% |
| All | +1,806.8% | +2,208.1% | -401.4% | +1,376.4% |
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