+186.5%
SYF vs GAP
+12.0%
+174.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -4.2% | -0.1% | -4.1% | -4.4% |
| 30D | -1.1% | -5.4% | +4.4% | +0.5% |
| 3M | -7.9% | +2.9% | -10.8% | -10.0% |
| 6M | -1.1% | -4.4% | +3.3% | -1.7% |
| YTD | -12.6% | -11.6% | -1.0% | -11.5% |
| 1Y | -2.4% | -6.0% | +3.7% | -3.5% |
| 3Y | +156.6% | +78.0% | +78.6% | +79.9% |
| 5Y | +61.9% | +8.5% | +53.4% | +25.7% |
| 10Y | +186.5% | +8.6% | +177.8% | +56.4% |
| All | +186.5% | +12.0% | +174.5% | +56.4% |
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