-54.8%
GTLB vs SBAC
-38.6%
-16.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.5% |
| 7D | -5.7% | -2.1% | -3.6% | -5.0% |
| 30D | +15.1% | +2.0% | +13.1% | +14.2% |
| 3M | +65.5% | -8.3% | +73.8% | +70.2% |
| 6M | +102.9% | +0.3% | +102.6% | +97.4% |
| YTD | +25.2% | -2.2% | +27.4% | +22.2% |
| 1Y | -5.5% | -4.6% | -0.9% | -6.7% |
| 3Y | -10.9% | -8.3% | -2.6% | -16.8% |
| All | -54.8% | -38.6% | -16.2% | -36.1% |
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