+154.8%
SYF vs GWRE
+50.1%
+104.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -4.9% | -13.2% | +8.3% | -3.2% |
| 30D | -4.3% | -18.6% | +14.3% | -2.4% |
| 3M | +5.5% | +18.9% | -13.4% | +1.4% |
| 6M | +17.5% | -11.0% | +28.5% | +17.2% |
| YTD | -7.8% | -29.9% | +22.1% | -4.1% |
| 1Y | +1.6% | -44.3% | +46.0% | +10.7% |
| 3Y | +154.8% | +51.7% | +103.1% | +119.5% |
| All | +154.8% | +50.1% | +104.7% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling