+213.3%
GLD vs SYF
+259.8%
-46.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +0.7% | +2.6% | -1.9% | +0.8% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +0.6% | +11.9% | -11.3% | +0.7% |
| 6M | -15.6% | +18.9% | -34.5% | -15.4% |
| YTD | +0.9% | -4.6% | +5.4% | +0.8% |
| 1Y | +19.4% | +6.4% | +13.0% | +19.5% |
| 3Y | +124.5% | +167.2% | -42.7% | +126.1% |
| 5Y | +138.9% | +92.3% | +46.6% | +140.0% |
| 10Y | +213.3% | +263.2% | -49.9% | +212.0% |
| All | +213.3% | +259.8% | -46.5% | +212.0% |
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