+342.4%
GIS vs SBAC
+2,199.0%
-1,856.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | +2.2% | +3.2% | -1.1% | +2.0% |
| 3M | +15.7% | -5.1% | +20.7% | +16.0% |
| 6M | -12.0% | -2.1% | -9.9% | -12.0% |
| YTD | -15.0% | -0.5% | -14.5% | -15.1% |
| 1Y | -20.1% | +1.1% | -21.2% | -20.3% |
| 3Y | -34.6% | -7.4% | -27.2% | -34.6% |
| 5Y | -22.8% | -44.3% | +21.5% | -21.4% |
| 10Y | -18.5% | +77.6% | -96.1% | -20.2% |
| All | +342.4% | +2,199.0% | -1,856.6% | +311.3% |
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