+231.1%
GM vs SBAC
+87.1%
+144.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -1.1% | +2.0% | -3.1% | -1.6% |
| 3M | +6.1% | -8.3% | +14.4% | +8.0% |
| 6M | +15.0% | +0.3% | +14.6% | +13.3% |
| YTD | +6.0% | -2.2% | +8.2% | +4.9% |
| 1Y | +47.1% | -4.6% | +51.7% | +46.5% |
| 3Y | +170.5% | -8.3% | +178.8% | +165.9% |
| 5Y | +80.5% | -42.8% | +123.3% | +102.0% |
| All | +231.1% | +87.1% | +144.0% | +225.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling