+163.3%
SYF vs GPC
+1.0%
+162.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.7% |
| 30D | +2.5% | -2.1% | +4.6% | +3.2% |
| 3M | -6.3% | -6.8% | +0.5% | -4.0% |
| 6M | -1.5% | +18.6% | -20.0% | -8.7% |
| YTD | -10.5% | +2.7% | -13.2% | -14.1% |
| 1Y | +1.5% | +1.8% | -0.3% | -2.2% |
| 3Y | +163.3% | +1.1% | +162.2% | +137.3% |
| All | +163.3% | +1.0% | +162.3% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling