-21.1%
GIS vs SBAC
+87.1%
-108.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -6.4% | -2.1% | -4.3% | -5.9% |
| 30D | -6.1% | +2.0% | -8.1% | -6.6% |
| 3M | +7.8% | -8.3% | +16.1% | +10.0% |
| 6M | -8.8% | +0.3% | -9.1% | -9.5% |
| YTD | -19.1% | -2.2% | -16.9% | -19.4% |
| 1Y | -24.8% | -4.6% | -20.1% | -24.6% |
| 3Y | -37.6% | -8.3% | -29.3% | -37.6% |
| 5Y | -25.4% | -42.8% | +17.4% | -17.0% |
| All | -21.1% | +87.1% | -108.2% | -38.9% |
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