+186.5%
SYF vs GPC
+85.0%
+101.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.6% |
| 7D | -4.2% | +0.4% | -4.5% | -4.5% |
| 30D | -1.1% | -1.8% | +0.8% | -0.1% |
| 3M | -7.9% | -6.6% | -1.3% | -4.0% |
| 6M | -1.1% | +21.3% | -22.4% | -15.7% |
| YTD | -12.6% | +4.3% | -16.9% | -19.4% |
| 1Y | -2.4% | +3.3% | -5.6% | -9.4% |
| 3Y | +156.6% | +0.8% | +155.9% | +127.7% |
| 5Y | +61.9% | +7.4% | +54.5% | +31.9% |
| 10Y | +186.5% | +79.2% | +107.2% | +47.0% |
| All | +186.5% | +85.0% | +101.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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