+159.6%
SYF vs GGLL
+166.5%
-7.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -2.0% | +7.7% | -9.7% | -3.2% |
| 30D | +1.2% | -30.2% | +31.4% | +6.4% |
| 3M | -9.4% | -31.3% | +21.9% | -4.6% |
| 6M | +4.4% | -52.1% | +56.5% | +16.2% |
| YTD | -11.9% | -25.9% | +13.9% | -11.1% |
| 1Y | -0.4% | -8.5% | +8.0% | -4.2% |
| 3Y | +159.6% | +165.5% | -6.0% | +100.0% |
| All | +159.6% | +166.5% | -7.0% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling