+340.9%
SYF vs GPC
+133.9%
+207.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | +2.4% | +1.2% | +1.2% | +1.6% |
| 30D | +0.8% | +6.0% | -5.1% | -3.1% |
| 3M | +13.4% | +42.6% | -29.2% | -12.5% |
| 6M | +16.3% | +22.8% | -6.4% | -1.0% |
| YTD | -3.0% | +15.5% | -18.5% | -15.8% |
| 1Y | +5.7% | +2.0% | +3.7% | +0.1% |
| 3Y | +160.1% | -1.4% | +161.5% | +138.8% |
| 5Y | +88.5% | +30.6% | +57.9% | +35.2% |
| 10Y | +263.1% | +80.6% | +182.5% | +92.1% |
| All | +340.9% | +133.9% | +207.0% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling