+298.4%
GD vs SYF
+340.9%
-42.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.3% | +2.4% | -7.7% | -5.9% |
| 30D | -6.4% | +0.8% | -7.3% | -6.7% |
| 3M | +5.7% | +13.4% | -7.7% | +1.6% |
| 6M | -0.9% | +16.3% | -17.3% | -5.8% |
| YTD | +8.2% | -3.0% | +11.2% | +7.8% |
| 1Y | +13.4% | +5.7% | +7.7% | +10.0% |
| 3Y | +68.5% | +160.1% | -91.6% | +20.0% |
| 5Y | +97.2% | +88.5% | +8.6% | +49.3% |
| 10Y | +190.2% | +263.1% | -72.9% | +58.4% |
| All | +298.4% | +340.9% | -42.5% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling