-12.1%
GFS vs SBAC
-40.1%
+28.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -5.3% | +3.6% | -8.9% | -5.9% |
| 30D | -15.8% | +4.9% | -20.7% | -16.6% |
| 3M | -18.6% | +6.5% | -25.1% | -19.8% |
| 6M | -45.0% | -11.1% | -33.9% | -43.9% |
| YTD | +16.8% | +0.9% | +15.8% | +15.0% |
| 1Y | +17.8% | -1.6% | +19.4% | +16.8% |
| 3Y | -21.5% | -7.0% | -14.6% | -23.3% |
| 5Y | -29.3% | -39.2% | +9.9% | -16.4% |
| All | -12.1% | -40.1% | +28.0% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling