+306.4%
GD vs SYF
+313.9%
-7.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | +10.5% | +4.4% | +6.1% | +9.2% |
| 3M | -5.0% | -4.7% | -0.2% | -3.9% |
| 6M | +5.5% | +1.9% | +3.6% | +4.2% |
| YTD | +10.3% | -8.9% | +19.3% | +11.8% |
| 1Y | +8.2% | +4.1% | +4.1% | +5.4% |
| 3Y | +59.0% | +162.2% | -103.2% | +12.9% |
| 5Y | +104.3% | +73.9% | +30.4% | +58.8% |
| 10Y | +202.4% | +234.2% | -31.8% | +68.8% |
| All | +306.4% | +313.9% | -7.5% | +112.8% |
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