+4.1%
SYF vs GME
+15.0%
-10.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.4% |
| 7D | -0.4% | +7.8% | -8.2% | -0.8% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | -4.7% | +30.9% | -35.6% | -6.7% |
| 6M | +1.9% | +5.5% | -3.5% | +2.4% |
| YTD | -8.9% | +25.2% | -34.1% | -9.8% |
| 1Y | +4.1% | +14.4% | -10.3% | +1.3% |
| All | +4.1% | +15.0% | -10.9% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling