+340.9%
SYF vs GAP
-17.1%
+358.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.4% | -4.5% | +6.9% | +3.9% |
| 30D | +0.8% | +9.0% | -8.2% | -2.7% |
| 3M | +13.4% | +5.0% | +8.4% | +10.7% |
| 6M | +16.3% | -17.8% | +34.2% | +21.7% |
| YTD | -3.0% | -10.4% | +7.4% | -1.6% |
| 1Y | +5.7% | -3.4% | +9.1% | +3.9% |
| 3Y | +160.1% | +111.5% | +48.6% | +75.1% |
| 5Y | +88.5% | +8.8% | +79.7% | +48.8% |
| 10Y | +263.1% | +32.9% | +230.2% | +105.9% |
| All | +340.9% | -17.1% | +358.0% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling