+435.3%
GNRC vs SBAC
+87.1%
+348.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.0% |
| 7D | -0.2% | -2.1% | +1.9% | +0.7% |
| 30D | -15.7% | +2.0% | -17.7% | -16.5% |
| 3M | -27.3% | -8.3% | -19.0% | -25.4% |
| 6M | -12.1% | +0.3% | -12.4% | -15.1% |
| YTD | +37.1% | -2.2% | +39.3% | +33.4% |
| 1Y | -0.5% | -4.6% | +4.2% | -2.1% |
| 3Y | +61.5% | -8.3% | +69.8% | +55.0% |
| 5Y | -58.6% | -42.8% | -15.7% | -48.8% |
| All | +435.3% | +87.1% | +348.2% | +397.0% |
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