-33.8%
GIS vs SBAC
-39.6%
+5.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | +6.9% | +5.5% | +1.4% | +5.7% |
| 3M | -10.1% | +3.1% | -13.2% | -10.8% |
| 6M | +5.9% | -7.0% | +12.9% | +6.9% |
| YTD | -21.1% | +0.5% | -21.6% | -21.8% |
| 1Y | -22.5% | +0.2% | -22.7% | -23.1% |
| 3Y | -39.0% | -7.4% | -31.6% | -38.8% |
| All | -33.8% | -39.6% | +5.8% | -29.6% |
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