+448.8%
GS vs SYF
+187.9%
+260.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.5% |
| 7D | +1.6% | -4.2% | +5.8% | +3.9% |
| 30D | +1.7% | -1.1% | +2.7% | +2.2% |
| 3M | -11.6% | -7.9% | -3.7% | -7.9% |
| 6M | -1.9% | -1.1% | -0.8% | -2.1% |
| YTD | +5.1% | -12.6% | +17.7% | +11.3% |
| 1Y | +16.4% | -2.4% | +18.8% | +16.3% |
| 3Y | +199.0% | +156.6% | +42.3% | +77.9% |
| 5Y | +157.4% | +61.9% | +95.5% | +85.6% |
| All | +448.8% | +187.9% | +260.9% | +161.4% |
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 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