+24.4%
GH vs SBAC
-44.9%
+69.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.6% |
| 7D | -0.2% | +0.2% | -0.3% | -0.3% |
| 30D | -2.6% | +3.9% | -6.5% | -4.7% |
| 3M | +25.1% | -8.2% | +33.3% | +29.4% |
| 6M | +78.5% | -2.8% | +81.3% | +75.5% |
| YTD | +59.4% | -1.5% | +60.9% | +53.9% |
| 1Y | +173.9% | 0.0% | +173.8% | +161.6% |
| 3Y | +382.7% | -8.4% | +391.1% | +354.8% |
| 5Y | +24.4% | -43.5% | +67.9% | +76.0% |
| All | +24.4% | -44.9% | +69.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling