-54.6%
GTLB vs SBAC
-37.5%
-17.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +4.6% | -0.1% | +4.6% | +4.5% |
| 30D | +21.0% | +3.2% | +17.8% | +19.4% |
| 3M | +51.7% | -5.1% | +56.8% | +53.9% |
| 6M | +89.3% | -2.1% | +91.4% | +86.6% |
| YTD | +25.6% | -0.5% | +26.1% | +21.9% |
| 1Y | -1.5% | +1.1% | -2.7% | -5.3% |
| 3Y | -9.9% | -7.4% | -2.5% | -15.8% |
| All | -54.6% | -37.5% | -17.1% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling