+381.9%
GDDY vs SBAC
+66.3%
+315.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.8% | +5.8% | +3.9% |
| 7D | -7.0% | -5.3% | -1.7% | -5.4% |
| 30D | +6.2% | +0.4% | +5.8% | +6.1% |
| 3M | +20.0% | -11.9% | +31.9% | +24.7% |
| 6M | +6.8% | -4.5% | +11.3% | +7.0% |
| YTD | -22.3% | -4.3% | -18.0% | -22.4% |
| 1Y | -33.5% | -3.9% | -29.6% | -33.8% |
| 3Y | +29.2% | -11.0% | +40.2% | +27.9% |
| 5Y | +28.1% | -44.1% | +72.2% | +50.0% |
| 10Y | +200.2% | +81.6% | +118.6% | +125.6% |
| All | +381.9% | +66.3% | +315.5% | +265.7% |
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