-54.5%
GTLB vs SBAC
-39.9%
-14.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +3.2% |
| 7D | -4.1% | -5.3% | +1.2% | -2.1% |
| 30D | +12.3% | +0.4% | +11.9% | +12.1% |
| 3M | +65.9% | -11.9% | +77.8% | +73.3% |
| 6M | +104.0% | -4.5% | +108.4% | +102.5% |
| YTD | +26.0% | -4.3% | +30.4% | +24.1% |
| 1Y | -3.5% | -3.9% | +0.4% | -5.2% |
| 3Y | -9.6% | -11.0% | +1.4% | -14.3% |
| All | -54.5% | -39.9% | -14.5% | -35.1% |
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 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