+538.1%
GS vs SYF
+308.6%
+229.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -5.7% |
| 7D | -6.3% | -3.8% | -2.6% | -4.4% |
| 30D | -3.1% | +2.6% | -5.8% | -4.5% |
| 3M | -17.7% | -6.5% | -11.1% | -14.8% |
| 6M | -4.6% | +0.8% | -5.4% | -5.6% |
| YTD | +0.3% | -10.1% | +10.4% | +4.7% |
| 1Y | +11.7% | +0.8% | +10.9% | +9.8% |
| 3Y | +183.6% | +158.8% | +24.7% | +68.5% |
| 5Y | +141.0% | +67.5% | +73.5% | +71.0% |
| 10Y | +507.4% | +230.0% | +277.5% | +171.1% |
| All | +538.1% | +308.6% | +229.4% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling