-34.7%
GFS vs SBAC
-40.3%
+5.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +6.5% |
| 7D | -7.8% | +1.2% | -9.0% | -8.1% |
| 30D | -19.7% | +11.2% | -30.8% | -21.5% |
| 3M | -23.1% | +4.5% | -27.6% | -23.9% |
| 6M | -46.4% | -12.2% | -34.2% | -45.1% |
| YTD | +11.0% | -0.1% | +11.2% | +9.5% |
| 1Y | +12.6% | -0.3% | +12.9% | +11.0% |
| 3Y | -24.9% | -8.7% | -16.2% | -26.3% |
| All | -34.7% | -40.3% | +5.7% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling