+123.2%
GLW vs SYK
-21.3%
+144.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.1% |
| 7D | +3.8% | -8.3% | +12.1% | +0.6% |
| 30D | -1.3% | -10.1% | +8.7% | -4.8% |
| 3M | -21.8% | +0.9% | -22.7% | -21.9% |
| 6M | +6.9% | -20.2% | +27.1% | +8.9% |
| YTD | +77.2% | -13.3% | +90.4% | +85.0% |
| 1Y | +123.2% | -22.3% | +145.6% | +123.6% |
| All | +123.2% | -21.3% | +144.5% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling