+62.3%
SYF vs GTLB
-49.8%
+112.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.3% | -3.5% | +0.2% | -2.7% |
| 30D | -2.2% | -9.0% | +6.8% | -0.9% |
| 3M | -9.3% | +15.9% | -25.2% | -11.8% |
| 6M | +2.1% | +104.9% | -102.8% | -9.7% |
| YTD | -12.6% | +26.0% | -38.6% | -17.4% |
| 1Y | -3.4% | +1.8% | -5.2% | -5.9% |
| 3Y | +156.5% | +6.0% | +150.5% | +140.3% |
| 5Y | +59.6% | -62.2% | +121.7% | +40.3% |
| All | +62.3% | -49.8% | +112.1% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling