+307.7%
GLW vs SYF
+158.5%
+149.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.8% |
| 7D | -13.9% | -2.1% | -11.8% | -13.3% |
| 30D | -35.0% | +2.5% | -37.5% | -35.6% |
| 3M | -32.4% | -6.3% | -26.1% | -31.1% |
| 6M | -41.3% | -1.5% | -39.9% | -41.4% |
| YTD | +21.8% | -10.5% | +32.4% | +24.4% |
| 1Y | +21.8% | +1.5% | +20.3% | +19.0% |
| 3Y | +307.7% | +163.3% | +144.4% | +186.2% |
| All | +307.7% | +158.5% | +149.1% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling