+198.6%
SYF vs GH
+486.6%
-288.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -1.1% | -2.6% | +1.6% | -0.8% |
| 3M | +7.4% | +25.1% | -17.7% | +3.3% |
| 6M | +16.2% | +78.5% | -62.3% | +5.2% |
| YTD | -6.1% | +59.4% | -65.5% | -13.7% |
| 1Y | +3.4% | +173.9% | -170.5% | -13.4% |
| 3Y | +162.9% | +382.7% | -219.9% | +92.4% |
| 5Y | +85.6% | +24.4% | +61.2% | +52.8% |
| All | +198.6% | +486.6% | -288.0% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling