+159.7%
GILD vs SYF
+258.4%
-98.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.8% | -4.9% | +0.1% | -4.2% |
| 30D | +5.8% | -4.3% | +10.1% | +6.4% |
| 3M | +14.9% | +5.5% | +9.4% | +13.9% |
| 6M | -0.4% | +17.5% | -17.9% | -2.8% |
| YTD | +18.5% | -7.8% | +26.3% | +19.2% |
| 1Y | +25.1% | +1.6% | +23.5% | +24.0% |
| 3Y | +105.9% | +154.8% | -48.9% | +76.4% |
| 5Y | +143.0% | +79.5% | +63.5% | +114.4% |
| All | +159.7% | +258.4% | -98.6% | +94.4% |
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