+2,611.5%
GPN vs SBAC
+417.9%
+2,193.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | +5.8% | +6.9% | -1.1% | +4.8% |
| 3M | +37.0% | -8.2% | +45.2% | +38.4% |
| 6M | +20.1% | -1.6% | +21.8% | +19.7% |
| YTD | +20.4% | -0.1% | +20.5% | +19.5% |
| 1Y | +7.4% | -0.5% | +7.9% | +6.6% |
| 3Y | -26.1% | -9.1% | -17.1% | -26.3% |
| 5Y | -38.5% | -43.8% | +5.3% | -34.9% |
| 10Y | +28.4% | +80.5% | -52.1% | +19.3% |
| All | +2,611.5% | +417.9% | +2,193.7% | +2,093.3% |
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 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