+63.6%
SYF vs GTLB
-49.4%
+113.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +1.2% | -10.2% | +11.4% | +2.7% |
| 3M | -9.4% | +10.1% | -19.5% | -11.1% |
| 6M | +4.4% | +116.5% | -112.0% | -8.4% |
| YTD | -11.9% | +27.2% | -39.1% | -16.9% |
| 1Y | -0.4% | +8.6% | -9.0% | -3.9% |
| 3Y | +159.6% | +5.6% | +154.0% | +143.3% |
| 5Y | +60.9% | -61.8% | +122.7% | +41.2% |
| All | +63.6% | -49.4% | +113.0% | +44.4% |
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 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