+4.1%
SYF vs GTLB
+6.1%
-2.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | -9.7% | +9.2% | +0.6% |
| 30D | +4.4% | +1.7% | +2.7% | +4.1% |
| 3M | -4.7% | +43.6% | -48.3% | -8.7% |
| 6M | +1.9% | +113.0% | -111.1% | -7.1% |
| YTD | -8.9% | +39.5% | -48.5% | -12.1% |
| 1Y | +4.1% | +12.6% | -8.6% | +3.0% |
| All | +4.1% | +6.1% | -2.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling