+526.6%
GEV vs SYF
+79.8%
+446.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +6.2% | -3.3% | +9.5% | +8.0% |
| 30D | -18.4% | -2.2% | -16.3% | -17.6% |
| 3M | -21.2% | -9.3% | -11.9% | -17.4% |
| 6M | -23.6% | +2.1% | -25.6% | -25.2% |
| YTD | +25.5% | -12.6% | +38.2% | +31.8% |
| 1Y | +42.6% | -3.4% | +46.0% | +41.8% |
| All | +526.6% | +79.8% | +446.8% | +363.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling