+340.9%
SYF vs GSK
+86.2%
+254.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | +2.4% | -1.8% | +4.2% | +3.1% |
| 30D | +0.8% | -2.2% | +3.0% | +1.6% |
| 3M | +13.4% | -1.8% | +15.2% | +13.8% |
| 6M | +16.3% | -10.6% | +27.0% | +21.1% |
| YTD | -3.0% | +4.4% | -7.4% | -5.7% |
| 1Y | +5.7% | +30.4% | -24.7% | -7.2% |
| 3Y | +160.1% | +60.1% | +100.0% | +96.5% |
| 5Y | +88.5% | +46.8% | +41.7% | +45.4% |
| 10Y | +263.1% | +79.2% | +183.8% | +150.5% |
| All | +340.9% | +86.2% | +254.7% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling