+75.8%
GPC vs SBAC
+109.8%
-34.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | -2.1% | -2.8% | +0.7% | -1.2% |
| 30D | -4.5% | +3.1% | -7.6% | -5.6% |
| 3M | -7.7% | +5.1% | -12.8% | -9.5% |
| 6M | +24.3% | -11.4% | +35.7% | +28.2% |
| YTD | +3.5% | +0.2% | +3.3% | +1.5% |
| 1Y | +0.7% | -3.9% | +4.7% | +0.2% |
| 3Y | 0.0% | -7.7% | +7.6% | -1.2% |
| 5Y | +5.8% | -39.7% | +45.6% | +19.5% |
| 10Y | +75.8% | +111.9% | -36.1% | +44.4% |
| All | +75.8% | +109.8% | -34.1% | +44.4% |
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 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