+170.6%
SYF vs GWW
+658.3%
-487.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -2.0% | +3.6% | -5.6% | -4.0% |
| 30D | +1.2% | +12.1% | -10.9% | -5.5% |
| 3M | -9.4% | +12.9% | -22.3% | -15.9% |
| 6M | +4.4% | +19.3% | -14.9% | -6.4% |
| YTD | -11.9% | +48.7% | -60.6% | -31.1% |
| 1Y | -0.4% | +60.5% | -60.9% | -25.6% |
| 3Y | +159.6% | +93.3% | +66.3% | +74.7% |
| 5Y | +60.9% | +219.0% | -158.1% | -19.7% |
| All | +170.6% | +658.3% | -487.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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