+87.2%
GPC vs SBAC
+97.3%
-10.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.8% | +3.0% | -2.1% | -0.1% |
| 30D | -1.1% | +4.3% | -5.4% | -2.5% |
| 3M | -6.6% | +4.1% | -10.8% | -8.2% |
| 6M | +22.2% | -11.6% | +33.9% | +26.1% |
| YTD | +5.1% | +0.4% | +4.7% | +3.0% |
| 1Y | +2.8% | -1.1% | +3.9% | +1.2% |
| 3Y | +2.4% | -7.3% | +9.6% | +1.0% |
| 5Y | +7.8% | -40.8% | +48.5% | +22.3% |
| 10Y | +87.2% | +103.0% | -15.7% | +64.6% |
| All | +87.2% | +97.3% | -10.0% | +64.6% |
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