+186.8%
GS vs SYF
+159.7%
+27.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -5.6% |
| 7D | -6.3% | -3.8% | -2.6% | -4.2% |
| 30D | -3.1% | +2.6% | -5.8% | -4.7% |
| 3M | -17.7% | -6.5% | -11.1% | -14.5% |
| 6M | -4.6% | +0.8% | -5.4% | -5.9% |
| YTD | +0.3% | -10.1% | +10.4% | +4.9% |
| 1Y | +11.7% | +0.8% | +10.9% | +9.1% |
| All | +186.8% | +159.7% | +27.1% | +78.1% |
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