-44.2%
GPN vs SBAC
-45.4%
+1.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.5% |
| 7D | -3.5% | -5.3% | +1.8% | -2.2% |
| 30D | +3.1% | +0.4% | +2.7% | +3.0% |
| 3M | +42.3% | -11.9% | +54.2% | +46.5% |
| 6M | +20.9% | -4.5% | +25.3% | +21.1% |
| YTD | +15.2% | -4.3% | +19.6% | +14.7% |
| 1Y | +5.4% | -3.9% | +9.3% | +4.8% |
| 3Y | -27.4% | -11.0% | -16.4% | -27.7% |
| 5Y | -44.2% | -44.1% | -0.1% | -36.6% |
| All | -44.2% | -45.4% | +1.2% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling