+247.6%
SYF vs GRMN
+646.1%
-398.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.5% | -1.8% | -3.7% | -4.5% |
| 30D | -3.9% | -12.1% | +8.2% | +3.8% |
| 3M | +8.9% | +18.0% | -9.1% | -3.5% |
| 6M | +16.2% | +13.7% | +2.5% | +5.0% |
| YTD | -8.4% | +35.3% | -43.7% | -26.5% |
| 1Y | +2.6% | +17.2% | -14.6% | -10.5% |
| 3Y | +156.4% | +179.6% | -23.3% | +16.1% |
| 5Y | +78.2% | +75.6% | +2.6% | +11.6% |
| All | +247.6% | +646.1% | -398.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling