-12.1%
GTLB vs SBAC
-8.7%
-3.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -6.6% | +0.2% | -6.7% | -6.6% |
| 30D | +13.7% | +3.9% | +9.9% | +13.4% |
| 3M | +52.9% | -8.2% | +61.1% | +53.6% |
| 6M | +88.5% | -2.8% | +91.3% | +86.7% |
| YTD | +23.4% | -1.5% | +25.0% | +21.9% |
| 1Y | -3.8% | 0.0% | -3.8% | -5.0% |
| All | -12.1% | -8.7% | -3.4% | -11.7% |
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