+294.2%
GFI vs SBAC
-11.3%
+305.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -2.2% |
| 7D | -5.1% | -5.3% | +0.1% | -3.9% |
| 30D | +13.4% | +0.4% | +13.0% | +13.3% |
| 3M | +36.2% | -11.9% | +48.1% | +40.3% |
| 6M | -9.8% | -4.5% | -5.3% | -9.2% |
| YTD | +7.7% | -4.3% | +12.0% | +7.8% |
| 1Y | +27.2% | -3.9% | +31.1% | +27.0% |
| All | +294.2% | -11.3% | +305.5% | +311.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling