+9.3%
GEHC vs SYF
+149.5%
-140.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.9% |
| 7D | -7.6% | -1.3% | -6.3% | -7.2% |
| 30D | -10.7% | -1.1% | -9.6% | -10.4% |
| 3M | -1.2% | +7.4% | -8.6% | -4.0% |
| 6M | -13.7% | +16.2% | -29.9% | -18.2% |
| YTD | -20.4% | -6.1% | -14.3% | -19.7% |
| 1Y | -17.0% | +3.4% | -20.4% | -18.9% |
| 3Y | +0.9% | +162.9% | -161.9% | -23.3% |
| All | +9.3% | +149.5% | -140.2% | -18.4% |
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 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