+180.0%
SYF vs GPC
+78.6%
+101.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.0% |
| 7D | -3.6% | -2.1% | -1.5% | -2.2% |
| 30D | -1.7% | -4.5% | +2.8% | +1.1% |
| 3M | -7.8% | -7.7% | -0.1% | -3.1% |
| 6M | +3.4% | +24.3% | -20.9% | -13.5% |
| YTD | -12.2% | +3.5% | -15.7% | -18.6% |
| 1Y | -1.6% | +0.7% | -2.3% | -7.0% |
| 3Y | +157.8% | 0.0% | +157.8% | +129.9% |
| 5Y | +61.9% | +5.8% | +56.1% | +33.4% |
| 10Y | +180.0% | +75.8% | +104.3% | +45.5% |
| All | +180.0% | +78.6% | +101.5% | +45.5% |
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