+867.9%
GLW vs SYF
+257.7%
+610.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | +16.9% | -1.3% | +18.2% | +17.4% |
| 30D | +7.0% | -1.1% | +8.1% | +7.3% |
| 3M | -3.0% | +7.4% | -10.4% | -6.1% |
| 6M | +31.0% | +16.2% | +14.8% | +22.4% |
| YTD | +93.4% | -6.1% | +99.5% | +94.7% |
| 1Y | +134.7% | +3.4% | +131.4% | +126.8% |
| 3Y | +471.8% | +162.9% | +309.0% | +259.3% |
| 5Y | +394.5% | +85.6% | +308.9% | +245.5% |
| 10Y | +867.9% | +262.7% | +605.2% | +372.3% |
| All | +867.9% | +257.7% | +610.2% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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