-19.9%
GGLL vs SBAC
-0.1%
-19.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +6.3% | +3.0% | +3.4% | +5.8% |
| 30D | -35.1% | +4.3% | -39.4% | -35.6% |
| 3M | -37.7% | +4.1% | -41.8% | -38.2% |
| 6M | -54.1% | -11.6% | -42.5% | -53.6% |
| YTD | -29.4% | +0.4% | -29.8% | -28.3% |
| All | -19.9% | -0.1% | -19.8% | -17.7% |
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