+374.6%
GLW vs SYK
+3.4%
+371.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.7% |
| 7D | +11.7% | -12.3% | +24.1% | +15.1% |
| 30D | +2.7% | -22.4% | +25.1% | +9.4% |
| 3M | -2.8% | -12.3% | +9.5% | -2.0% |
| 6M | +20.2% | -24.3% | +44.5% | +28.5% |
| YTD | +87.3% | -22.8% | +110.0% | +98.2% |
| 1Y | +119.6% | -28.8% | +148.4% | +140.2% |
| 3Y | +453.7% | -4.0% | +457.7% | +418.2% |
| All | +374.6% | +3.4% | +371.2% | +303.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling