+767.5%
GPC vs SBAC
+2,207.9%
-1,440.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | -2.1% | +11.2% | -13.3% | -3.1% |
| 3M | -6.8% | +4.5% | -11.3% | -7.3% |
| 6M | +18.6% | -12.2% | +30.8% | +19.8% |
| YTD | +2.7% | -0.1% | +2.8% | +2.2% |
| 1Y | +1.8% | -0.3% | +2.0% | +1.3% |
| 3Y | +1.1% | -8.7% | +9.8% | +1.1% |
| 5Y | +4.1% | -40.2% | +44.2% | +7.7% |
| 10Y | +88.2% | +97.3% | -9.1% | +76.8% |
| All | +767.5% | +2,207.9% | -1,440.4% | +535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling