-20.8%
GIS vs SYF
+255.8%
-276.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -2.9% |
| 7D | -8.4% | -5.5% | -2.9% | -8.1% |
| 30D | -5.2% | -3.9% | -1.3% | -5.0% |
| 3M | +8.2% | +8.9% | -0.8% | +7.7% |
| 6M | -12.0% | +16.2% | -28.2% | -12.7% |
| YTD | -18.9% | -8.4% | -10.4% | -18.6% |
| 1Y | -23.6% | +2.6% | -26.2% | -23.9% |
| 3Y | -37.6% | +156.4% | -194.0% | -41.6% |
| 5Y | -25.2% | +78.2% | -103.4% | -28.9% |
| All | -20.8% | +255.8% | -276.6% | -28.1% |
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