+250.1%
SYF vs GPN
+28.2%
+222.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -4.9% | -4.6% | -0.3% | -2.2% |
| 30D | -4.3% | -0.3% | -4.0% | -4.5% |
| 3M | +5.5% | +35.4% | -29.9% | -13.4% |
| 6M | +17.5% | +21.7% | -4.1% | +1.9% |
| YTD | -7.8% | +14.9% | -22.7% | -18.4% |
| 1Y | +1.6% | +3.2% | -1.6% | -4.2% |
| 3Y | +154.8% | -27.1% | +182.0% | +190.6% |
| 5Y | +79.5% | -44.4% | +123.8% | +135.3% |
| All | +250.1% | +28.2% | +222.0% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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