+151.5%
GGLL vs SBAC
-10.4%
+161.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.4% |
| 7D | +3.1% | +1.2% | +1.9% | +3.1% |
| 30D | -36.3% | +11.2% | -47.5% | -36.1% |
| 3M | -40.4% | +4.5% | -44.8% | -40.3% |
| 6M | -54.6% | -12.2% | -42.5% | -55.3% |
| YTD | -31.1% | -0.1% | -31.0% | -31.0% |
| 1Y | -19.2% | -0.3% | -18.9% | -18.9% |
| 3Y | +151.5% | -8.7% | +160.3% | +148.6% |
| All | +151.5% | -10.4% | +161.9% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling