+27.2%
GFS vs SBAC
-2.9%
+30.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.5% |
| 7D | +7.4% | +0.6% | +6.8% | +7.5% |
| 30D | -15.3% | +5.5% | -20.7% | -14.5% |
| 3M | -21.1% | +3.1% | -24.2% | -20.4% |
| 6M | -44.5% | -7.0% | -37.5% | -43.8% |
| YTD | +19.2% | +0.5% | +18.7% | +21.9% |
| 1Y | +27.2% | +0.2% | +27.0% | +30.6% |
| All | +27.2% | -2.9% | +30.2% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling