+180.0%
SYF vs GRMN
+665.4%
-485.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.6% |
| 7D | -3.6% | +1.7% | -5.2% | -4.5% |
| 30D | -1.7% | +10.2% | -11.9% | -7.7% |
| 3M | -7.8% | -4.7% | -3.1% | -5.9% |
| 6M | +3.4% | +22.3% | -18.9% | -11.0% |
| YTD | -12.2% | +46.7% | -58.9% | -33.4% |
| 1Y | -1.6% | +49.6% | -51.2% | -26.2% |
| 3Y | +157.8% | +165.3% | -7.5% | +22.8% |
| 5Y | +61.9% | +130.3% | -68.4% | -16.3% |
| 10Y | +180.0% | +658.0% | -478.0% | -26.8% |
| All | +180.0% | +665.4% | -485.3% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling