+92.3%
SYF vs GAP
+9.4%
+82.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.6% | +1.7% | +0.9% | +2.1% |
| 30D | 0.0% | +9.3% | -9.3% | -3.1% |
| 3M | +11.9% | +6.1% | +5.8% | +9.3% |
| 6M | +18.9% | -2.3% | +21.2% | +17.9% |
| YTD | -4.6% | -10.6% | +6.0% | -3.2% |
| 1Y | +6.4% | -4.4% | +10.8% | +5.2% |
| 3Y | +167.2% | +118.3% | +48.9% | +87.3% |
| 5Y | +92.3% | +12.2% | +80.2% | +43.6% |
| All | +92.3% | +9.4% | +82.9% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling