+340.9%
SYF vs GWW
+575.2%
-234.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +2.4% | +1.4% | +1.0% | +1.6% |
| 30D | +0.8% | +3.3% | -2.4% | -1.0% |
| 3M | +13.4% | +2.9% | +10.5% | +11.2% |
| 6M | +16.3% | +15.8% | +0.6% | +6.7% |
| YTD | -3.0% | +32.0% | -35.0% | -17.8% |
| 1Y | +5.7% | +29.9% | -24.2% | -9.6% |
| 3Y | +160.1% | +91.1% | +69.0% | +80.6% |
| 5Y | +88.5% | +223.9% | -135.4% | -2.4% |
| 10Y | +263.1% | +567.0% | -304.0% | +41.2% |
| All | +340.9% | +575.2% | -234.3% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling