+61.9%
SYF vs GTLB
-64.3%
+126.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -4.2% | -10.9% | +6.7% | -2.5% |
| 30D | -1.1% | -15.3% | +14.2% | +1.3% |
| 3M | -7.9% | +14.6% | -22.4% | -10.3% |
| 6M | -1.1% | +79.6% | -80.7% | -11.0% |
| YTD | -12.6% | +24.3% | -36.9% | -17.3% |
| 1Y | -2.4% | +1.0% | -3.4% | -4.8% |
| 3Y | +156.6% | +4.6% | +152.0% | +140.4% |
| 5Y | +61.9% | -63.7% | +125.6% | +39.5% |
| All | +61.9% | -64.3% | +126.2% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling