+146.2%
SYF vs GGLL
+217.5%
-71.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | -3.3% | +11.5% | -14.8% | -5.2% |
| 30D | -2.2% | -31.2% | +29.1% | +3.9% |
| 3M | -9.3% | -28.7% | +19.3% | -4.6% |
| 6M | +2.1% | -47.2% | +49.2% | +12.5% |
| YTD | -12.6% | -24.3% | +11.6% | -12.0% |
| 1Y | -3.4% | -12.0% | +8.5% | -6.5% |
| 3Y | +156.5% | +169.6% | -13.1% | +75.4% |
| All | +146.2% | +217.5% | -71.3% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling