+171.0%
SYF vs GLDM
+221.7%
-50.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -3.8% | +1.9% | -5.7% | -3.8% |
| 30D | +2.6% | -1.7% | +4.3% | +2.7% |
| 3M | -6.5% | -3.5% | -3.0% | -6.4% |
| 6M | +0.8% | -10.1% | +10.9% | +0.7% |
| YTD | -10.1% | -5.0% | -5.1% | -9.9% |
| 1Y | +0.8% | +2.8% | -1.9% | +1.4% |
| 3Y | +158.8% | +105.1% | +53.7% | +160.7% |
| 5Y | +67.5% | +124.3% | -56.8% | +65.8% |
| All | +171.0% | +221.7% | -50.6% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling