+12.0%
GEHC vs SYF
+153.6%
-141.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.5% |
| 7D | -5.2% | +2.6% | -7.8% | -6.0% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | +3.3% | +11.9% | -8.6% | -1.0% |
| 6M | -10.0% | +18.9% | -28.9% | -15.3% |
| YTD | -18.5% | -4.6% | -13.9% | -18.1% |
| 1Y | -14.4% | +6.4% | -20.8% | -17.0% |
| 3Y | +3.4% | +167.2% | -163.7% | -21.8% |
| All | +12.0% | +153.6% | -141.6% | -16.8% |
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