+96.6%
GLD vs SBAC
-8.5%
+105.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.7% |
| 7D | -5.5% | -3.4% | -2.1% | -5.2% |
| 30D | -7.0% | +2.6% | -9.6% | -7.2% |
| 3M | -12.4% | +2.6% | -15.0% | -12.6% |
| 6M | -18.0% | -11.5% | -6.5% | -17.4% |
| YTD | -10.5% | -1.6% | -8.8% | -10.6% |
| 1Y | -8.1% | -5.1% | -3.0% | -7.8% |
| All | +96.6% | -8.5% | +105.1% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling