+170.6%
SYF vs GAP
+1.5%
+169.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | -2.0% | -1.9% | -0.1% | -1.4% |
| 30D | +1.2% | -7.1% | +8.3% | +3.4% |
| 3M | -9.4% | +4.1% | -13.5% | -11.8% |
| 6M | +4.4% | +1.9% | +2.5% | +1.4% |
| YTD | -11.9% | -15.2% | +3.3% | -9.5% |
| 1Y | -0.4% | -10.6% | +10.2% | +0.1% |
| 3Y | +159.6% | +74.6% | +85.0% | +83.1% |
| 5Y | +60.9% | +3.7% | +57.2% | +27.0% |
| All | +170.6% | +1.5% | +169.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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