-2.4%
GFS vs SBAC
-40.8%
+38.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | -8.6% | +6.9% | -15.5% | -9.8% |
| 3M | -46.5% | -8.2% | -38.3% | -45.7% |
| 6M | -4.8% | -1.6% | -3.2% | -5.3% |
| YTD | +29.7% | -0.1% | +29.8% | +28.1% |
| 1Y | +35.8% | -0.5% | +36.3% | +34.2% |
| 3Y | -18.3% | -9.1% | -9.3% | -19.6% |
| All | -2.4% | -40.8% | +38.3% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling