+163.6%
SYF vs GWW
+91.0%
+72.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | 0.0% |
| 7D | +2.6% | -1.5% | +4.1% | +3.5% |
| 30D | 0.0% | +1.1% | -1.1% | -0.8% |
| 3M | +11.9% | -1.0% | +12.9% | +12.0% |
| 6M | +18.9% | +16.3% | +2.6% | +6.9% |
| YTD | -4.6% | +28.5% | -33.1% | -20.6% |
| 1Y | +6.4% | +30.3% | -23.9% | -12.4% |
| All | +163.6% | +91.0% | +72.6% | +95.3% |
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