+85.6%
SYF vs GWW
+221.1%
-135.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -1.3% | -0.5% | -0.9% | -1.1% |
| 30D | -1.1% | -1.4% | +0.4% | -0.3% |
| 3M | +7.4% | -3.6% | +11.0% | +9.3% |
| 6M | +16.2% | +15.1% | +1.1% | +5.7% |
| YTD | -6.1% | +27.5% | -33.6% | -20.4% |
| 1Y | +3.4% | +29.6% | -26.2% | -13.4% |
| 3Y | +162.9% | +90.1% | +72.8% | +77.1% |
| 5Y | +85.6% | +222.6% | -137.0% | -7.9% |
| All | +85.6% | +221.1% | -135.5% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling