+18.4%
GIS vs SYF
+340.9%
-322.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -7.8% | +2.4% | -10.2% | -8.0% |
| 30D | +6.6% | +0.8% | +5.7% | +6.5% |
| 3M | +21.0% | +13.4% | +7.6% | +20.0% |
| 6M | -9.1% | +16.3% | -25.4% | -10.0% |
| YTD | -13.6% | -3.0% | -10.6% | -13.6% |
| 1Y | -18.0% | +5.7% | -23.7% | -18.5% |
| 3Y | -33.7% | +160.1% | -193.8% | -38.4% |
| 5Y | -19.4% | +88.5% | -108.0% | -24.2% |
| 10Y | -21.3% | +263.1% | -284.3% | -32.1% |
| All | +18.4% | +340.9% | -322.5% | +0.3% |
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