+158.7%
SYF vs GGLL
+163.0%
-4.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.8% | -0.2% |
| 7D | -3.6% | +2.9% | -6.5% | -4.1% |
| 30D | -1.7% | -33.1% | +31.4% | +4.1% |
| 3M | -7.8% | -31.2% | +23.4% | -3.0% |
| 6M | +3.4% | -49.4% | +52.7% | +13.7% |
| YTD | -12.2% | -26.8% | +14.6% | -11.1% |
| 1Y | -1.6% | -17.7% | +16.1% | -3.2% |
| All | +158.7% | +163.0% | -4.2% | +99.9% |
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