+165.2%
GD vs SYF
+178.4%
-13.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.7% | -2.0% | +4.7% | +3.2% |
| 30D | +8.6% | +1.2% | +7.4% | +8.2% |
| 3M | -7.1% | -9.4% | +2.3% | -4.7% |
| 6M | +7.5% | +4.4% | +3.0% | +5.5% |
| YTD | +9.9% | -11.9% | +21.8% | +12.4% |
| 1Y | +7.6% | -0.4% | +8.0% | +6.1% |
| 3Y | +56.2% | +159.6% | -103.4% | +10.6% |
| 5Y | +100.6% | +60.9% | +39.7% | +59.6% |
| All | +165.2% | +178.4% | -13.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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