+0.3%
GPC vs SBAC
-8.8%
+9.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | +6.0% | +6.9% | -1.0% | +4.3% |
| 3M | +42.6% | -8.2% | +50.9% | +44.9% |
| 6M | +22.8% | -1.6% | +24.4% | +22.9% |
| YTD | +15.5% | -0.1% | +15.6% | +14.9% |
| 1Y | +2.0% | -0.5% | +2.5% | +1.5% |
| All | +0.3% | -8.8% | +9.2% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling