+7.2%
SYY vs GTLB
-49.4%
+56.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +1.1% |
| 7D | +0.3% | -0.7% | +1.1% | +0.3% |
| 30D | -4.8% | -10.2% | +5.4% | -4.4% |
| 3M | -7.1% | +10.1% | -17.2% | -7.6% |
| 6M | +6.8% | +116.5% | -109.7% | +2.7% |
| YTD | +7.7% | +27.2% | -19.5% | +6.0% |
| 1Y | +5.7% | +8.6% | -2.9% | +4.8% |
| 3Y | +24.6% | +5.6% | +19.0% | +20.5% |
| 5Y | +15.6% | -61.8% | +77.4% | +10.8% |
| All | +7.2% | -49.4% | +56.5% | +0.7% |
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 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