-12.3%
GFS vs SBAC
-40.5%
+28.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | -3.1% | +3.0% | -6.1% | -3.7% |
| 30D | -16.0% | +4.3% | -20.3% | -16.8% |
| 3M | -24.7% | +4.1% | -28.8% | -25.4% |
| 6M | -45.1% | -11.6% | -33.5% | -44.0% |
| YTD | +16.5% | +0.4% | +16.1% | +14.8% |
| 1Y | +19.3% | -1.1% | +20.4% | +18.1% |
| 3Y | -20.0% | -7.3% | -12.7% | -21.8% |
| 5Y | -32.0% | -40.8% | +8.7% | -19.0% |
| All | -12.3% | -40.5% | +28.1% | +4.6% |
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