+315.3%
GDX vs SYF
+257.7%
+57.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +1.9% | -1.3% | +3.2% | +2.0% |
| 30D | +9.9% | -1.1% | +11.0% | +10.0% |
| 3M | +28.2% | +7.4% | +20.8% | +27.5% |
| 6M | -2.9% | +16.2% | -19.1% | -3.9% |
| YTD | +16.0% | -6.1% | +22.1% | +16.2% |
| 1Y | +49.9% | +3.4% | +46.5% | +49.2% |
| 3Y | +263.6% | +162.9% | +100.7% | +236.3% |
| 5Y | +233.6% | +85.6% | +148.0% | +210.4% |
| 10Y | +315.3% | +262.7% | +52.6% | +239.2% |
| All | +315.3% | +257.7% | +57.6% | +239.2% |
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 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