-23.4%
GFS vs SBAC
-39.8%
+16.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.6% |
| 7D | +6.2% | -2.8% | +9.0% | +6.7% |
| 30D | -11.4% | +3.1% | -14.5% | -12.0% |
| 3M | -15.5% | +5.1% | -20.6% | -16.5% |
| 6M | -42.6% | -11.4% | -31.2% | -41.4% |
| YTD | +23.2% | +0.2% | +23.0% | +21.4% |
| 1Y | +23.6% | -3.9% | +27.5% | +23.2% |
| 3Y | -17.2% | -7.7% | -9.6% | -19.0% |
| 5Y | -23.4% | -39.7% | +16.3% | -12.5% |
| All | -23.4% | -39.8% | +16.3% | -12.5% |
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