+47.4%
GDX vs SYF
+5.5%
+41.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | +4.0% | +2.6% | +1.3% | +3.3% |
| 30D | +9.5% | 0.0% | +9.4% | +9.4% |
| 3M | +25.1% | +11.9% | +13.2% | +21.7% |
| 6M | -2.9% | +18.9% | -21.8% | -5.5% |
| YTD | +14.7% | -4.6% | +19.3% | +11.5% |
| 1Y | +47.4% | +6.4% | +41.0% | +43.9% |
| All | +47.4% | +5.5% | +41.9% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling