+142.5%
GLD vs SBAC
-43.7%
+186.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +4.4% | +6.9% | -2.5% | +3.8% |
| 3M | -1.1% | -8.2% | +7.1% | -0.5% |
| 6M | -13.8% | -1.6% | -12.1% | -13.9% |
| YTD | +2.6% | -0.1% | +2.8% | +2.2% |
| 1Y | +24.5% | -0.5% | +25.0% | +24.0% |
| 3Y | +125.8% | -9.1% | +134.9% | +126.2% |
| All | +142.5% | -43.7% | +186.2% | +154.7% |
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 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