+875.5%
GPC vs SBAC
+2,208.1%
-1,332.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +6.0% | +6.9% | -1.0% | +5.3% |
| 3M | +42.6% | -8.2% | +50.9% | +43.7% |
| 6M | +22.8% | -1.6% | +24.4% | +22.5% |
| YTD | +15.5% | -0.1% | +15.6% | +15.0% |
| 1Y | +2.0% | -0.5% | +2.5% | +1.7% |
| 3Y | -1.4% | -9.1% | +7.6% | -1.3% |
| 5Y | +30.6% | -43.8% | +74.4% | +36.0% |
| 10Y | +80.6% | +80.5% | +0.1% | +70.9% |
| All | +875.5% | +2,208.1% | -1,332.6% | +615.7% |
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