+333.7%
SYF vs GPN
+169.8%
+163.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | +0.3% |
| 7D | +2.6% | -0.7% | +3.3% | +3.0% |
| 30D | 0.0% | +3.8% | -3.8% | -2.4% |
| 3M | +11.9% | +39.2% | -27.2% | -8.5% |
| 6M | +18.9% | +17.9% | +1.0% | +6.1% |
| YTD | -4.6% | +16.4% | -20.9% | -15.5% |
| 1Y | +6.4% | +3.6% | +2.7% | +0.5% |
| 3Y | +167.2% | -26.7% | +193.8% | +201.4% |
| 5Y | +92.3% | -44.8% | +137.1% | +148.1% |
| 10Y | +263.2% | +24.1% | +239.0% | +262.4% |
| All | +333.7% | +169.8% | +163.9% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling