GBM track static

The chart shows the growth of an initial investment of $10,000 in GBM track static, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Oct 1, 2020, GBM track static's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, an investment would double in approximately 3.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +17.1%, while the worst month was Apr 2022 at -10.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GBM track static closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Apr 4, 2025 at -5.4%.

GBM track static has an annualized alpha of 3.42%, beta of 1.06, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

• This portfolio captured 109.50% of S&P 500 Index gains but only 91.83% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 3.42% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.06 and R2 of 0.89, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

GBM track static has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GBM track static ranks 19 for risk / return — in the bottom 19% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below presents risk-adjusted performance metrics for GBM track static and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

GBM track static Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.45
• 5-Year: 0.85
• All Time: 1.04

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.52, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of GBM track static compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

GBM track static provided a 1.11% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the GBM track static. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GBM track static was 28.05%, occurring on Oct 14, 2022. Recovery took 187 trading sessions.

The current GBM track static drawdown is 4.92%.

The chart below shows the rolling one-month volatility.