-19.2%
GIS vs SBAC
+111.6%
-130.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -8.1% | -2.7% | -5.3% | -7.4% |
| 30D | +5.3% | +3.3% | +2.0% | +4.5% |
| 3M | -10.5% | +3.3% | -13.8% | -11.4% |
| 6M | +1.8% | -10.9% | +12.8% | +4.3% |
| YTD | -22.9% | -1.0% | -22.0% | -23.6% |
| 1Y | -22.9% | -4.5% | -18.5% | -22.9% |
| 3Y | -40.5% | -8.7% | -31.8% | -40.4% |
| 5Y | -34.9% | -40.6% | +5.7% | -28.4% |
| All | -19.2% | +111.6% | -130.8% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling