+340.9%
SYF vs GRMN
+626.2%
-285.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +2.4% | -2.9% | +5.3% | +4.0% |
| 30D | +0.8% | -8.4% | +9.3% | +5.5% |
| 3M | +13.4% | +15.0% | -1.6% | +3.7% |
| 6M | +16.3% | +11.2% | +5.1% | +7.9% |
| YTD | -3.0% | +37.7% | -40.7% | -20.4% |
| 1Y | +5.7% | +18.5% | -12.8% | -6.3% |
| 3Y | +160.1% | +175.8% | -15.7% | +38.0% |
| 5Y | +88.5% | +75.1% | +13.4% | +26.8% |
| 10Y | +263.1% | +637.0% | -374.0% | +34.6% |
| All | +340.9% | +626.2% | -285.3% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling