+59.6%
SYF vs GFS
-23.1%
+82.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -3.3% | +17.2% | -20.5% | -7.3% |
| 30D | -2.2% | -8.7% | +6.6% | -0.6% |
| 3M | -9.3% | -19.7% | +10.3% | -5.0% |
| 6M | +2.1% | -40.7% | +42.8% | +13.1% |
| YTD | -12.6% | +22.5% | -35.2% | -25.6% |
| 1Y | -3.4% | +25.2% | -28.7% | -18.6% |
| 3Y | +156.5% | -17.7% | +174.2% | +136.6% |
| 5Y | +59.6% | -23.5% | +83.1% | +47.4% |
| All | +59.6% | -23.1% | +82.7% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling