+228.9%
GDX vs SYF
+89.0%
+139.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.7% |
| 30D | +18.6% | +0.8% | +17.8% | +18.5% |
| 3M | +14.9% | +13.4% | +1.5% | +12.9% |
| 6M | -6.3% | +16.3% | -22.6% | -8.1% |
| YTD | +15.7% | -3.0% | +18.7% | +15.5% |
| 1Y | +54.8% | +5.7% | +49.1% | +52.8% |
| 3Y | +253.4% | +160.1% | +93.3% | +194.2% |
| All | +228.9% | +89.0% | +139.9% | +174.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling