+92.3%
SYF vs GSK
+46.9%
+45.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.2% |
| 7D | +2.6% | -4.2% | +6.8% | +3.3% |
| 30D | 0.0% | -7.5% | +7.6% | +1.3% |
| 3M | +11.9% | -3.3% | +15.2% | +12.4% |
| 6M | +18.9% | -9.3% | +28.2% | +20.7% |
| YTD | -4.6% | +1.6% | -6.2% | -4.9% |
| 1Y | +6.4% | +25.5% | -19.1% | +2.3% |
| 3Y | +167.2% | +49.3% | +117.9% | +139.9% |
| 5Y | +92.3% | +46.7% | +45.7% | +70.7% |
| All | +92.3% | +46.9% | +45.5% | +70.7% |
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