+157.4%
SYF vs GWW
+95.0%
+62.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -3.3% | +3.7% | -7.0% | -5.3% |
| 30D | -2.2% | +13.6% | -15.8% | -9.6% |
| 3M | -9.3% | +15.4% | -24.7% | -17.1% |
| 6M | +2.1% | +21.8% | -19.7% | -10.4% |
| YTD | -12.6% | +50.0% | -62.7% | -34.3% |
| 1Y | -3.4% | +60.2% | -63.7% | -30.9% |
| All | +157.4% | +95.0% | +62.5% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling