+2,801.6%
GFI vs SBAC
+2,175.2%
+626.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +4.7% | +0.2% | +4.5% | +4.7% |
| 30D | +14.4% | +3.9% | +10.6% | +14.1% |
| 3M | +32.5% | -8.2% | +40.7% | +33.2% |
| 6M | -7.2% | -2.8% | -4.4% | -7.3% |
| YTD | +10.9% | -1.5% | +12.4% | +10.5% |
| 1Y | +35.5% | 0.0% | +35.4% | +34.9% |
| 3Y | +312.1% | -8.4% | +320.5% | +312.8% |
| 5Y | +524.6% | -43.5% | +568.1% | +546.5% |
| 10Y | +1,092.7% | +86.9% | +1,005.8% | +1,040.5% |
| All | +2,801.6% | +2,175.2% | +626.4% | +2,256.1% |
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