+333.7%
SYF vs GFI
+1,470.9%
-1,137.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +2.6% | +5.7% | -3.1% | +2.5% |
| 30D | 0.0% | +15.6% | -15.6% | -0.2% |
| 3M | +11.9% | +31.5% | -19.6% | +11.4% |
| 6M | +18.9% | -3.7% | +22.6% | +18.7% |
| YTD | -4.6% | +11.2% | -15.8% | -4.9% |
| 1Y | +6.4% | +36.4% | -30.0% | +5.7% |
| 3Y | +167.2% | +313.5% | -146.4% | +161.3% |
| 5Y | +92.3% | +528.0% | -435.7% | +86.9% |
| 10Y | +263.2% | +1,021.4% | -758.3% | +268.0% |
| All | +333.7% | +1,470.9% | -1,137.2% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling