+327.3%
GDX vs SYF
+176.2%
+151.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -4.6% | -3.3% | -1.3% | -4.3% |
| 30D | -6.2% | -2.2% | -4.0% | -6.0% |
| 3M | -10.0% | -9.3% | -0.7% | -9.3% |
| 6M | -15.8% | +2.1% | -17.8% | -15.8% |
| YTD | -4.6% | -12.6% | +8.1% | -3.8% |
| 1Y | +4.0% | -3.4% | +7.5% | +4.1% |
| 3Y | +211.1% | +156.5% | +54.6% | +187.8% |
| 5Y | +152.3% | +59.6% | +92.7% | +136.1% |
| All | +327.3% | +176.2% | +151.1% | +277.5% |
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