+377.4%
GH vs SBAC
-9.5%
+386.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -4.5% | +3.2% | -7.7% | -5.1% |
| 3M | +28.9% | -5.1% | +33.9% | +30.0% |
| 6M | +76.5% | -2.1% | +78.6% | +75.2% |
| YTD | +57.6% | -0.5% | +58.1% | +55.3% |
| 1Y | +167.5% | +1.1% | +166.4% | +162.3% |
| 3Y | +377.4% | -7.4% | +384.8% | +365.5% |
| All | +377.4% | -9.5% | +386.9% | +365.5% |
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