+965.6%
GLW vs SYF
+340.9%
+624.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | +2.4% | +1.4% | +2.8% |
| 30D | -1.3% | +0.8% | -2.2% | -1.7% |
| 3M | -21.8% | +13.4% | -35.2% | -25.9% |
| 6M | +6.9% | +16.3% | -9.4% | +0.2% |
| YTD | +77.2% | -3.0% | +80.2% | +76.2% |
| 1Y | +123.2% | +5.7% | +117.5% | +114.1% |
| 3Y | +400.0% | +160.1% | +239.9% | +220.2% |
| 5Y | +342.8% | +88.5% | +254.3% | +211.0% |
| 10Y | +771.4% | +263.1% | +508.3% | +324.2% |
| All | +965.6% | +340.9% | +624.7% | +383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling