+8.1%
GIS vs SYF
+300.4%
-292.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -3.4% | -2.0% | -1.3% | -3.2% |
| 30D | +6.9% | +1.2% | +5.7% | +6.8% |
| 3M | -10.1% | -9.4% | -0.8% | -9.6% |
| 6M | +5.9% | +4.4% | +1.4% | +5.5% |
| YTD | -21.1% | -11.9% | -9.2% | -20.7% |
| 1Y | -22.5% | -0.4% | -22.1% | -22.7% |
| 3Y | -39.0% | +159.6% | -198.5% | -43.4% |
| 5Y | -33.3% | +60.9% | -94.2% | -36.6% |
| 10Y | -17.0% | +180.9% | -198.0% | -26.6% |
| All | +8.1% | +300.4% | -292.3% | -7.9% |
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