+167.2%
SYF vs GTLB
-8.4%
+175.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.7% |
| 7D | +2.6% | +4.6% | -2.0% | +1.7% |
| 30D | 0.0% | +21.0% | -21.0% | -3.6% |
| 3M | +11.9% | +51.7% | -39.8% | +3.2% |
| 6M | +18.9% | +89.3% | -70.4% | +4.0% |
| YTD | -4.6% | +25.6% | -30.2% | -9.9% |
| 1Y | +6.4% | -1.5% | +7.9% | +4.9% |
| 3Y | +167.2% | -9.9% | +177.1% | +153.5% |
| All | +167.2% | -8.4% | +175.6% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling