+606.9%
GEV vs SYF
+88.4%
+518.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.6% |
| 7D | -1.9% | -5.5% | +3.6% | +1.0% |
| 30D | -8.7% | -3.9% | -4.8% | -6.9% |
| 3M | +6.6% | +8.9% | -2.3% | +1.2% |
| 6M | +10.2% | +16.2% | -6.0% | +1.0% |
| YTD | +41.6% | -8.4% | +50.1% | +45.5% |
| 1Y | +43.9% | +2.6% | +41.3% | +38.5% |
| All | +606.9% | +88.4% | +518.5% | +411.4% |
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