+42.5%
GM vs SYF
+60.4%
-17.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -0.2% | -2.0% | +1.8% | +0.9% |
| 30D | +3.6% | +1.2% | +2.4% | +2.9% |
| 3M | -0.2% | -9.4% | +9.1% | +4.7% |
| 6M | +13.9% | +4.4% | +9.5% | +10.0% |
| YTD | +6.5% | -11.9% | +18.4% | +11.7% |
| 1Y | +20.7% | -0.4% | +21.1% | +18.3% |
| 3Y | +229.5% | +159.6% | +69.9% | +71.0% |
| All | +42.5% | +60.4% | -17.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling