+141.0%
GS vs SBAC
-39.7%
+180.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.1% | -6.2% |
| 7D | -6.3% | +4.4% | -10.8% | -7.0% |
| 30D | -3.1% | +13.8% | -16.9% | -5.3% |
| 3M | -17.7% | +9.0% | -26.6% | -18.9% |
| 6M | -4.6% | -10.0% | +5.5% | -3.1% |
| YTD | +0.3% | +1.8% | -1.5% | -1.0% |
| 1Y | +11.7% | +1.1% | +10.6% | +10.4% |
| 3Y | +183.6% | -9.5% | +193.1% | +181.9% |
| 5Y | +141.0% | -39.0% | +180.0% | +156.6% |
| All | +141.0% | -39.7% | +180.7% | +156.6% |
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