+90.6%
SYF vs GFS
-3.7%
+94.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +2.4% | +1.0% | +1.4% | +2.1% |
| 30D | +0.8% | -8.6% | +9.4% | +3.0% |
| 3M | +13.4% | -46.5% | +59.9% | +32.2% |
| 6M | +16.3% | -4.8% | +21.2% | +11.6% |
| YTD | -3.0% | +29.7% | -32.7% | -17.4% |
| 1Y | +5.7% | +35.8% | -30.1% | -11.9% |
| 3Y | +160.1% | -18.3% | +178.4% | +143.4% |
| All | +90.6% | -3.7% | +94.3% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling