+74.4%
SYF vs GFI
+524.1%
-449.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -4.9% | -4.9% | -0.1% | -4.7% |
| 30D | -4.3% | +10.7% | -15.0% | -4.7% |
| 3M | +5.5% | +25.6% | -20.1% | +4.3% |
| 6M | +17.5% | -8.3% | +25.8% | +17.2% |
| YTD | -7.8% | +6.3% | -14.1% | -8.6% |
| 1Y | +1.6% | +22.1% | -20.4% | 0.0% |
| 3Y | +154.8% | +289.2% | -134.4% | +135.0% |
| All | +74.4% | +524.1% | -449.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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