+80.2%
SYF vs GTLB
-47.1%
+127.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +2.4% | +11.1% | -8.7% | +0.7% |
| 30D | +0.8% | +37.8% | -37.0% | -4.3% |
| 3M | +13.4% | +61.6% | -48.2% | +4.8% |
| 6M | +16.3% | +98.9% | -82.6% | +3.2% |
| YTD | -3.0% | +32.8% | -35.8% | -8.7% |
| 1Y | +5.7% | +14.7% | -8.9% | +1.1% |
| 3Y | +160.1% | +1.3% | +158.8% | +145.1% |
| All | +80.2% | -47.1% | +127.3% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling