+222.5%
GWW vs SBAC
-39.6%
+262.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +3.6% | +0.6% | +2.9% | +3.4% |
| 30D | +12.1% | +5.5% | +6.6% | +11.0% |
| 3M | +12.9% | +3.1% | +9.8% | +12.1% |
| 6M | +19.3% | -7.0% | +26.3% | +20.5% |
| YTD | +48.7% | +0.5% | +48.2% | +46.9% |
| 1Y | +60.5% | +0.2% | +60.3% | +58.6% |
| 3Y | +93.3% | -7.4% | +100.6% | +90.0% |
| All | +222.5% | -39.6% | +262.2% | +265.1% |
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