+382.5%
GLW vs SYF
+89.0%
+293.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +8.1% |
| 7D | +14.0% | +2.6% | +11.4% | +12.9% |
| 30D | +0.4% | 0.0% | +0.3% | +0.2% |
| 3M | -11.3% | +11.9% | -23.3% | -15.1% |
| 6M | +35.1% | +18.9% | +16.2% | +26.3% |
| YTD | +90.5% | -4.6% | +95.1% | +90.7% |
| 1Y | +132.0% | +6.4% | +125.7% | +122.7% |
| 3Y | +463.3% | +167.2% | +296.2% | +268.5% |
| 5Y | +382.5% | +92.3% | +290.1% | +232.0% |
| All | +382.5% | +89.0% | +293.5% | +232.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling