+4.1%
SYF vs GNRC
+17.5%
-13.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.5% | +9.3% | +0.9% |
| 7D | -0.4% | -6.0% | +5.5% | +0.2% |
| 30D | +4.4% | -12.0% | +16.4% | +5.8% |
| 3M | -4.7% | -13.4% | +8.7% | -3.3% |
| 6M | +1.9% | -26.4% | +28.3% | +5.0% |
| YTD | -8.9% | +38.8% | -47.8% | -18.3% |
| 1Y | +4.1% | +20.9% | -16.8% | -2.0% |
| All | +4.1% | +17.5% | -13.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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