+92.3%
SYF vs GME
-62.6%
+154.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +2.6% | +0.4% | +2.2% | +2.6% |
| 30D | 0.0% | -1.4% | +1.4% | +0.1% |
| 3M | +11.9% | -15.1% | +27.1% | +13.1% |
| 6M | +18.9% | -22.5% | +41.4% | +20.9% |
| YTD | -4.6% | -5.9% | +1.3% | -4.4% |
| 1Y | +6.4% | -18.6% | +25.0% | +7.5% |
| 3Y | +167.2% | +6.7% | +160.5% | +134.3% |
| 5Y | +92.3% | -62.0% | +154.3% | +77.8% |
| All | +92.3% | -62.6% | +154.9% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling