+297.1%
SYF vs GAP
-20.9%
+318.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -3.3% | -5.2% | +1.9% | -1.6% |
| 30D | -2.2% | -6.9% | +4.7% | -0.1% |
| 3M | -9.3% | +5.7% | -15.1% | -12.1% |
| 6M | +2.1% | +0.9% | +1.1% | -0.4% |
| YTD | -12.6% | -14.5% | +1.8% | -10.6% |
| 1Y | -3.4% | -12.1% | +8.7% | -2.3% |
| 3Y | +156.5% | +72.2% | +84.3% | +86.0% |
| 5Y | +59.6% | +4.5% | +55.0% | +27.3% |
| 10Y | +178.6% | +3.3% | +175.3% | +65.0% |
| All | +297.1% | -20.9% | +318.0% | +141.6% |
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 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