+14.8%
SYY vs GTLB
-50.1%
+65.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +3.9% | -5.7% | +9.6% | +4.2% |
| 30D | -1.7% | +15.1% | -16.9% | -2.4% |
| 3M | +5.2% | +65.5% | -60.3% | +2.7% |
| 6M | -0.2% | +102.9% | -103.1% | -3.8% |
| YTD | +15.4% | +25.2% | -9.8% | +13.7% |
| 1Y | +5.6% | -5.5% | +11.1% | +5.5% |
| 3Y | +28.9% | -10.9% | +39.8% | +26.1% |
| All | +14.8% | -50.1% | +65.0% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling