+15.5%
GEHC vs SYF
+157.8%
-142.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -4.0% | +2.4% | -6.4% | -4.7% |
| 30D | -2.0% | +0.8% | -2.8% | -2.3% |
| 3M | +8.0% | +13.4% | -5.4% | +3.0% |
| 6M | -12.8% | +16.3% | -29.1% | -17.3% |
| YTD | -15.9% | -3.0% | -12.9% | -16.0% |
| 1Y | -6.9% | +5.7% | -12.6% | -9.6% |
| 3Y | 0.0% | +160.1% | -160.2% | -24.2% |
| All | +15.5% | +157.8% | -142.3% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling