+401.3%
GH vs SBAC
+35.5%
+365.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | -1.1% | +6.9% | -8.0% | -4.7% |
| 3M | +21.3% | -8.2% | +29.5% | +25.5% |
| 6M | +73.5% | -1.6% | +75.2% | +69.5% |
| YTD | +58.0% | -0.1% | +58.1% | +51.5% |
| 1Y | +163.1% | -0.5% | +163.5% | +152.2% |
| 3Y | +361.0% | -9.1% | +370.1% | +344.0% |
| 5Y | +22.5% | -43.8% | +66.3% | +64.8% |
| All | +401.3% | +35.5% | +365.8% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling