+81.6%
GM vs SBAC
-45.4%
+126.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.7% | +3.4% |
| 7D | -1.1% | -5.3% | +4.2% | +0.1% |
| 30D | -3.4% | +0.4% | -3.8% | -3.5% |
| 3M | +8.7% | -11.9% | +20.6% | +11.5% |
| 6M | +15.4% | -4.5% | +19.9% | +15.6% |
| YTD | +6.6% | -4.3% | +10.9% | +6.4% |
| 1Y | +51.5% | -3.9% | +55.4% | +50.8% |
| 3Y | +169.3% | -11.0% | +180.4% | +166.1% |
| 5Y | +81.6% | -44.1% | +125.6% | +104.4% |
| All | +81.6% | -45.4% | +126.9% | +104.4% |
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 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