+157.4%
SYF vs GFS
-16.8%
+174.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -3.3% | +17.2% | -20.5% | -6.8% |
| 30D | -2.2% | -8.7% | +6.6% | -0.7% |
| 3M | -9.3% | -19.7% | +10.3% | -5.4% |
| 6M | +2.1% | -40.7% | +42.8% | +11.8% |
| YTD | -12.6% | +22.5% | -35.2% | -27.6% |
| 1Y | -3.4% | +25.2% | -28.7% | -20.9% |
| All | +157.4% | -16.8% | +174.2% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling