+478.5%
GS vs SBAC
+97.3%
+381.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +0.8% | +3.0% | -2.1% | +0.2% |
| 30D | +1.2% | +4.3% | -3.1% | +0.1% |
| 3M | -12.4% | +4.1% | -16.6% | -13.4% |
| 6M | -2.3% | -11.6% | +9.3% | -0.1% |
| YTD | +4.6% | +0.4% | +4.2% | +2.8% |
| 1Y | +17.5% | -1.1% | +18.6% | +15.9% |
| 3Y | +202.0% | -7.3% | +209.3% | +196.1% |
| 5Y | +152.4% | -40.8% | +193.1% | +179.2% |
| 10Y | +478.5% | +103.0% | +375.6% | +498.4% |
| All | +478.5% | +97.3% | +381.3% | +498.4% |
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