+247.6%
SYF vs GME
+271.8%
-24.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.6% |
| 7D | -5.5% | +6.0% | -11.6% | -5.8% |
| 30D | -3.9% | +8.3% | -12.2% | -4.2% |
| 3M | +8.9% | -9.1% | +18.0% | +9.3% |
| 6M | +16.2% | -16.3% | +32.5% | +17.0% |
| YTD | -8.4% | +1.5% | -10.0% | -8.7% |
| 1Y | +2.6% | -16.3% | +18.9% | +3.2% |
| 3Y | +156.4% | +15.1% | +141.2% | +139.7% |
| 5Y | +78.2% | -57.2% | +135.3% | +69.5% |
| All | +247.6% | +271.8% | -24.2% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling