+165.6%
SYF vs GLDM
+204.4%
-38.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | -4.6% | +2.6% | -1.9% |
| 30D | +1.2% | -5.5% | +6.7% | +1.3% |
| 3M | -9.4% | -10.9% | +1.5% | -9.1% |
| 6M | +4.4% | -17.3% | +21.7% | +4.3% |
| YTD | -11.9% | -10.2% | -1.8% | -11.6% |
| 1Y | -0.4% | -6.9% | +6.5% | +0.1% |
| 3Y | +159.6% | +98.7% | +60.9% | +161.8% |
| 5Y | +60.9% | +106.7% | -45.9% | +59.4% |
| All | +165.6% | +204.4% | -38.8% | +171.0% |
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