+263.2%
SYF vs GPC
+79.8%
+183.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | +0.4% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | 0.0% | -0.4% | +0.4% | +0.2% |
| 3M | +11.9% | +39.2% | -27.3% | -12.7% |
| 6M | +18.9% | +18.2% | +0.7% | +3.5% |
| YTD | -4.6% | +12.1% | -16.7% | -15.8% |
| 1Y | +6.4% | -0.7% | +7.0% | +2.4% |
| 3Y | +167.2% | -1.7% | +168.8% | +143.6% |
| 5Y | +92.3% | +29.3% | +63.1% | +35.6% |
| 10Y | +263.2% | +80.7% | +182.5% | +83.6% |
| All | +263.2% | +79.8% | +183.3% | +83.6% |
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