+10.2%
SYY vs GTLB
-50.0%
+60.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | 0.0% |
| 7D | -2.8% | +4.6% | -7.3% | -3.0% |
| 30D | -5.3% | +21.0% | -26.3% | -6.1% |
| 3M | +5.1% | +51.7% | -46.6% | +3.0% |
| 6M | -5.0% | +89.3% | -94.3% | -8.1% |
| YTD | +10.7% | +25.6% | -14.9% | +9.1% |
| 1Y | +0.7% | -1.5% | +2.2% | +0.3% |
| 3Y | +24.0% | -9.9% | +34.0% | +21.3% |
| All | +10.2% | -50.0% | +60.2% | +3.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling