+217.7%
SYF vs GDDY
+390.3%
-172.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.2% |
| 7D | -4.9% | -3.2% | -1.7% | -4.1% |
| 30D | -4.3% | +6.8% | -11.1% | -6.8% |
| 3M | +5.5% | +30.5% | -25.0% | -4.9% |
| 6M | +17.5% | +13.3% | +4.2% | +9.8% |
| YTD | -7.8% | -21.0% | +13.2% | -3.5% |
| 1Y | +1.6% | -34.0% | +35.6% | +13.2% |
| 3Y | +154.8% | +33.1% | +121.7% | +118.8% |
| 5Y | +79.5% | +30.3% | +49.1% | +53.0% |
| 10Y | +256.4% | +205.5% | +50.9% | +152.7% |
| All | +217.7% | +390.3% | -172.7% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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