+262.7%
SYF vs GSK
+80.2%
+182.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.3% | -3.6% | +2.3% | +0.1% |
| 30D | -1.1% | -5.9% | +4.9% | +1.2% |
| 3M | +7.4% | -4.3% | +11.7% | +8.9% |
| 6M | +16.2% | -10.8% | +27.0% | +21.0% |
| YTD | -6.1% | +1.8% | -7.9% | -7.8% |
| 1Y | +3.4% | +23.5% | -20.1% | -7.1% |
| 3Y | +162.9% | +49.5% | +113.3% | +104.5% |
| 5Y | +85.6% | +49.7% | +35.9% | +38.8% |
| 10Y | +262.7% | +81.9% | +180.8% | +150.4% |
| All | +262.7% | +80.2% | +182.6% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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