+262.7%
SYF vs GAP
+28.3%
+234.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +2.9% | 0.0% |
| 7D | -1.3% | -3.2% | +1.8% | -0.2% |
| 30D | -1.1% | -0.7% | -0.4% | -1.5% |
| 3M | +7.4% | -0.5% | +7.9% | +6.7% |
| 6M | +16.2% | -5.0% | +21.2% | +16.1% |
| YTD | -6.1% | -14.7% | +8.5% | -3.2% |
| 1Y | +3.4% | -8.6% | +12.0% | +3.4% |
| 3Y | +162.9% | +108.4% | +54.5% | +73.6% |
| 5Y | +85.6% | +5.8% | +79.8% | +45.9% |
| 10Y | +262.7% | +29.6% | +233.1% | +98.6% |
| All | +262.7% | +28.3% | +234.5% | +98.6% |
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