+250.1%
SYF vs GWRE
+131.0%
+119.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.9% | -13.2% | +8.3% | -1.2% |
| 30D | -4.3% | -18.6% | +14.3% | -0.1% |
| 3M | +5.5% | +18.9% | -13.4% | -2.5% |
| 6M | +17.5% | -11.0% | +28.5% | +16.1% |
| YTD | -7.8% | -29.9% | +22.1% | -2.3% |
| 1Y | +1.6% | -44.3% | +46.0% | +16.1% |
| 3Y | +154.8% | +51.7% | +103.1% | +91.8% |
| 5Y | +79.5% | +15.4% | +64.0% | +44.4% |
| All | +250.1% | +131.0% | +119.1% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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