+739.4%
GLD vs SBAC
+2,226.5%
-1,487.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +4.7% | +1.2% | +3.5% | +4.7% |
| 30D | -0.9% | +11.2% | -12.1% | -1.3% |
| 3M | -4.4% | +4.5% | -8.9% | -4.6% |
| 6M | -13.6% | -12.2% | -1.4% | -13.2% |
| YTD | -6.0% | -0.1% | -5.9% | -6.2% |
| 1Y | +1.8% | -0.3% | +2.0% | +1.5% |
| 3Y | +103.2% | -8.7% | +111.9% | +103.1% |
| 5Y | +119.3% | -40.2% | +159.5% | +121.6% |
| 10Y | +199.5% | +97.3% | +102.1% | +195.0% |
| All | +739.4% | +2,226.5% | -1,487.1% | +673.4% |
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