+185.7%
GS vs SYF
+89.0%
+96.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | +2.4% | -1.5% | -0.3% |
| 30D | -1.6% | +0.8% | -2.4% | -2.0% |
| 3M | -4.5% | +13.4% | -17.9% | -11.0% |
| 6M | +20.9% | +16.3% | +4.5% | +11.2% |
| YTD | +19.9% | -3.0% | +22.9% | +20.3% |
| 1Y | +41.4% | +5.7% | +35.7% | +35.4% |
| 3Y | +239.2% | +160.1% | +79.1% | +109.1% |
| All | +185.7% | +89.0% | +96.8% | +92.3% |
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