-12.2%
GGLL vs SBAC
+2.4%
-14.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.8% | +0.7% | +5.4% |
| 7D | -23.1% | +5.8% | -28.9% | -23.9% |
| 30D | -32.9% | +20.8% | -53.7% | -35.3% |
| 3M | -44.9% | +4.8% | -49.6% | -45.4% |
| 6M | -49.5% | -9.1% | -40.4% | -49.2% |
| YTD | -28.9% | +3.1% | -32.0% | -27.9% |
| 1Y | -12.2% | +2.2% | -14.4% | -9.3% |
| All | -12.2% | +2.4% | -14.6% | -9.3% |
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