+570.3%
GH vs SBAC
-6.5%
+576.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | +0.6% | +0.6% | -0.1% | +0.5% |
| 30D | -6.9% | +5.5% | -12.4% | -7.7% |
| 3M | -4.9% | +3.1% | -8.0% | -5.4% |
| 6M | +54.1% | -7.0% | +61.1% | +55.9% |
| YTD | +48.5% | +0.5% | +48.0% | +46.4% |
| 1Y | +61.2% | +0.2% | +60.9% | +58.9% |
| 3Y | +570.3% | -7.4% | +577.7% | +581.7% |
| All | +570.3% | -6.5% | +576.9% | +581.7% |
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 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