+0.7%
GPC vs SBAC
-2.9%
+3.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | -2.1% | -2.8% | +0.7% | -1.7% |
| 30D | -4.5% | +3.1% | -7.6% | -4.9% |
| 3M | -7.7% | +5.1% | -12.8% | -8.3% |
| 6M | +24.3% | -11.4% | +35.7% | +25.2% |
| YTD | +3.5% | +0.2% | +3.3% | +5.8% |
| 1Y | +0.7% | -3.9% | +4.7% | +3.5% |
| All | +0.7% | -2.9% | +3.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling