+306.8%
SYF vs GPC
+108.0%
+198.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.4% |
| 7D | -2.1% | +1.6% | -3.7% | -3.2% |
| 30D | +2.5% | -2.1% | +4.6% | +3.7% |
| 3M | -6.3% | -6.8% | +0.5% | -2.3% |
| 6M | -1.5% | +18.6% | -20.0% | -14.3% |
| YTD | -10.5% | +2.7% | -13.2% | -16.3% |
| 1Y | +1.5% | +1.8% | -0.3% | -4.6% |
| 3Y | +163.3% | +1.1% | +162.2% | +134.3% |
| 5Y | +66.8% | +4.1% | +62.7% | +41.4% |
| 10Y | +228.5% | +88.2% | +140.3% | +73.5% |
| All | +306.8% | +108.0% | +198.8% | +107.1% |
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