+299.1%
SYF vs GME
+224.6%
+74.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -3.6% | +1.6% | -5.2% | -3.7% |
| 30D | -1.7% | -6.2% | +4.4% | -1.5% |
| 3M | -7.8% | +35.8% | -43.6% | -9.3% |
| 6M | +3.4% | +10.3% | -6.9% | +2.7% |
| YTD | -12.2% | +27.2% | -39.4% | -13.5% |
| 1Y | -1.6% | +19.1% | -20.7% | -2.7% |
| 3Y | +157.8% | +103.7% | +54.0% | +133.3% |
| 5Y | +61.9% | -50.0% | +111.9% | +52.4% |
| 10Y | +180.0% | +471.4% | -291.4% | +23.8% |
| All | +299.1% | +224.6% | +74.5% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling