+25.3%
GPN vs SBAC
+87.1%
-61.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -4.6% | -2.1% | -2.5% | -3.9% |
| 30D | -0.3% | +2.0% | -2.3% | -1.1% |
| 3M | +35.4% | -8.3% | +43.7% | +39.4% |
| 6M | +21.7% | +0.3% | +21.3% | +18.9% |
| YTD | +14.9% | -2.2% | +17.1% | +12.7% |
| 1Y | +3.2% | -4.6% | +7.8% | +2.3% |
| 3Y | -27.1% | -8.3% | -18.9% | -29.1% |
| 5Y | -44.4% | -42.8% | -1.5% | -33.3% |
| All | +25.3% | +87.1% | -61.8% | -6.3% |
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