+210.8%
GGLL vs SBAC
-35.9%
+246.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | +7.7% | +0.6% | +7.0% | +7.6% |
| 30D | -30.2% | +5.5% | -35.7% | -30.8% |
| 3M | -31.3% | +3.1% | -34.3% | -31.7% |
| 6M | -52.1% | -7.0% | -45.1% | -51.7% |
| YTD | -25.9% | +0.5% | -26.4% | -26.1% |
| 1Y | -8.5% | +0.2% | -8.7% | -8.7% |
| 3Y | +165.5% | -7.4% | +172.9% | +158.6% |
| All | +210.8% | -35.9% | +246.6% | +320.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling