+81.6%
GM vs SYF
+78.7%
+2.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +4.1% |
| 7D | -1.1% | -5.5% | +4.5% | +1.9% |
| 30D | -3.4% | -3.9% | +0.4% | -1.6% |
| 3M | +8.7% | +8.9% | -0.2% | +2.8% |
| 6M | +15.4% | +16.2% | -0.8% | +5.6% |
| YTD | +6.6% | -8.4% | +15.1% | +9.7% |
| 1Y | +51.5% | +2.6% | +48.9% | +46.2% |
| 3Y | +169.3% | +156.4% | +13.0% | +42.6% |
| 5Y | +81.6% | +78.2% | +3.4% | +13.8% |
| All | +81.6% | +78.7% | +2.9% | +13.8% |
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