+170.6%
SYF vs GME
+475.1%
-304.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -2.0% | +2.9% | -4.9% | -2.2% |
| 30D | +1.2% | -4.8% | +6.0% | +1.4% |
| 3M | -9.4% | +39.2% | -48.6% | -10.8% |
| 6M | +4.4% | +17.1% | -12.7% | +3.5% |
| YTD | -11.9% | +28.7% | -40.7% | -13.2% |
| 1Y | -0.4% | +23.3% | -23.7% | -1.7% |
| 3Y | +159.6% | +112.9% | +46.6% | +135.7% |
| 5Y | +60.9% | -48.8% | +109.7% | +51.7% |
| All | +170.6% | +475.1% | -304.5% | +17.3% |
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