+146.3%
SYF vs GGLL
+194.0%
-47.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -4.2% | +5.1% | -9.3% | -5.1% |
| 30D | -1.1% | -35.5% | +34.4% | +6.3% |
| 3M | -7.9% | -39.2% | +31.3% | -0.1% |
| 6M | -1.1% | -54.4% | +53.3% | +12.3% |
| YTD | -12.6% | -29.8% | +17.3% | -10.7% |
| 1Y | -2.4% | -20.4% | +18.0% | -3.6% |
| 3Y | +156.6% | +149.7% | +6.9% | +78.1% |
| All | +146.3% | +194.0% | -47.7% | +61.1% |
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