+102.3%
GLD vs SYF
+158.6%
-56.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.1% |
| 7D | -2.0% | -3.6% | +1.6% | -1.9% |
| 30D | -4.4% | -1.7% | -2.7% | -4.4% |
| 3M | -8.9% | -7.8% | -1.1% | -8.8% |
| 6M | -16.0% | +3.4% | -19.4% | -15.9% |
| YTD | -7.9% | -12.2% | +4.3% | -8.0% |
| 1Y | -3.9% | -1.6% | -2.3% | -3.8% |
| All | +102.3% | +158.6% | -56.3% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling