+65.9%
SYF vs GSK
+47.2%
+18.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | -4.3% | +4.9% | -9.2% | -5.0% |
| 30D | +1.0% | +10.8% | -9.8% | -0.7% |
| 3M | -6.4% | -1.8% | -4.6% | -6.2% |
| 6M | +1.0% | +4.1% | -3.1% | +0.2% |
| YTD | -10.7% | +7.9% | -18.6% | -12.0% |
| 1Y | +1.8% | +14.4% | -12.7% | -0.6% |
| 3Y | +165.8% | +68.1% | +97.7% | +131.4% |
| 5Y | +65.9% | +47.7% | +18.3% | +39.6% |
| All | +65.9% | +47.2% | +18.7% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling