+169.8%
SYF vs GLDM
+219.1%
-49.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -2.1% | +4.7% | -6.8% | -2.2% |
| 30D | +2.5% | -0.9% | +3.4% | +2.5% |
| 3M | -6.3% | -4.3% | -2.0% | -6.1% |
| 6M | -1.5% | -13.4% | +11.9% | -1.6% |
| YTD | -10.5% | -5.8% | -4.7% | -10.3% |
| 1Y | +1.5% | +2.1% | -0.5% | +2.1% |
| 3Y | +163.3% | +105.0% | +58.2% | +165.2% |
| 5Y | +66.8% | +122.5% | -55.7% | +65.1% |
| All | +169.8% | +219.1% | -49.3% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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