+4,808.0%
GLW vs SYK
+22,282.0%
-17,474.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.6% |
| 7D | +11.7% | -12.3% | +24.1% | +15.9% |
| 30D | +2.7% | -22.4% | +25.1% | +10.4% |
| 3M | -2.8% | -12.3% | +9.5% | -0.7% |
| 6M | +20.2% | -24.3% | +44.5% | +27.9% |
| YTD | +87.3% | -22.8% | +110.0% | +97.8% |
| 1Y | +119.6% | -28.8% | +148.4% | +137.3% |
| 3Y | +453.7% | -4.0% | +457.7% | +440.0% |
| 5Y | +376.1% | +3.8% | +372.2% | +349.1% |
| 10Y | +837.2% | +172.8% | +664.4% | +567.4% |
| All | +4,808.0% | +22,282.0% | -17,474.0% | +1,336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling