+250.1%
SYF vs GWW
+570.2%
-320.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.3% |
| 7D | -4.9% | -3.4% | -1.6% | -3.0% |
| 30D | -4.3% | -1.9% | -2.4% | -3.3% |
| 3M | +5.5% | -2.4% | +7.9% | +6.6% |
| 6M | +17.5% | +15.7% | +1.8% | +7.3% |
| YTD | -7.8% | +27.6% | -35.4% | -20.9% |
| 1Y | +1.6% | +27.2% | -25.6% | -12.7% |
| 3Y | +154.8% | +89.7% | +65.1% | +74.3% |
| 5Y | +79.5% | +223.9% | -144.5% | -10.5% |
| All | +250.1% | +570.2% | -320.0% | +36.0% |
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