Sets lost for every player who won a Slam 4 times in a row after the old Challenge Round modus. If someone won 5 or 6 times in a row, then I show both or all three 4-year-periods.
Tilden USO 1920-23 lost at least 6 sets (2+1+3+0) - not all early rounds known
Tilden USO 1921-24 lost at least 7 sets (1+3+0+3) - not all early rounds known
Tilden USO 1922-25 lost at least 8 sets (3+0+3+2) - not all early rounds known
Emerson AO 1963-66 lost 8 sets (1+0+3+4)
Emerson AO 1964-67 lost 10 sets (0+3+4+3)
Borg WIM 1976-79 lost 15 sets (0+6+3+6)
Borg WIM 1977-80 lost 19 sets (6+3+6+4)
Borg RG 1978-81 lost 5 sets (0+3+0+2)
Sampras WIM 1997-00 lost 12 sets (3+3+2+4)
Federer WIM 2003-06 lost 5 sets (1+2+1+1)
Federer WIM 2004-07 lost 7 sets (2+1+1+3)
Federer USO 2004-07 lost 10 sets (3+3+2+2)
Federer USO 2005-08 lost 10 sets (3+2+2+3)
Nadal RG 2005-08 lost 7 sets (3+3+1+0)
Nadal RG 2010-13 lost 8 sets (0+3+1+4)
Nadal RG 2011-14 lost 10 sets (3+1+4+2)
Nadal RG 2017-20 lost 3 sets (0+1+2+0)
Tilden USO 1920-23 lost at least 6 sets (2+1+3+0) - not all early rounds known
Tilden USO 1921-24 lost at least 7 sets (1+3+0+3) - not all early rounds known
Tilden USO 1922-25 lost at least 8 sets (3+0+3+2) - not all early rounds known
Emerson AO 1963-66 lost 8 sets (1+0+3+4)
Emerson AO 1964-67 lost 10 sets (0+3+4+3)
Borg WIM 1976-79 lost 15 sets (0+6+3+6)
Borg WIM 1977-80 lost 19 sets (6+3+6+4)
Borg RG 1978-81 lost 5 sets (0+3+0+2)
Sampras WIM 1997-00 lost 12 sets (3+3+2+4)
Federer WIM 2003-06 lost 5 sets (1+2+1+1)
Federer WIM 2004-07 lost 7 sets (2+1+1+3)
Federer USO 2004-07 lost 10 sets (3+3+2+2)
Federer USO 2005-08 lost 10 sets (3+2+2+3)
Nadal RG 2005-08 lost 7 sets (3+3+1+0)
Nadal RG 2010-13 lost 8 sets (0+3+1+4)
Nadal RG 2011-14 lost 10 sets (3+1+4+2)
Nadal RG 2017-20 lost 3 sets (0+1+2+0)