+243.0%
GS vs SBAC
-8.8%
+251.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | -1.6% | +6.9% | -8.5% | -2.0% |
| 3M | -4.5% | -8.2% | +3.8% | -3.8% |
| 6M | +20.9% | -1.6% | +22.5% | +21.1% |
| YTD | +19.9% | -0.1% | +20.0% | +19.7% |
| 1Y | +41.4% | -0.5% | +41.9% | +41.3% |
| All | +243.0% | -8.8% | +251.8% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling