+13.6%
SYY vs GTLB
-49.8%
+63.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +1.5% | -4.1% | +5.6% | +1.7% |
| 30D | -2.3% | +12.3% | -14.6% | -2.9% |
| 3M | +5.5% | +65.9% | -60.4% | +3.0% |
| 6M | -1.0% | +104.0% | -104.9% | -4.6% |
| YTD | +14.1% | +26.0% | -11.9% | +12.4% |
| 1Y | +5.6% | -3.5% | +9.0% | +5.3% |
| 3Y | +27.9% | -9.6% | +37.5% | +25.0% |
| All | +13.6% | -49.8% | +63.4% | +6.8% |
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