+240.0%
GM vs SYK
+544.2%
-304.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +4.0% |
| 7D | -1.1% | -12.3% | +11.3% | +6.6% |
| 30D | -3.4% | -22.4% | +19.0% | +11.6% |
| 3M | +8.7% | -12.3% | +21.0% | +15.1% |
| 6M | +15.4% | -24.3% | +39.7% | +32.9% |
| YTD | +6.6% | -22.8% | +29.4% | +20.5% |
| 1Y | +51.5% | -28.8% | +80.3% | +79.5% |
| 3Y | +169.3% | -4.0% | +173.3% | +157.5% |
| 5Y | +81.6% | +3.8% | +77.7% | +60.6% |
| 10Y | +240.7% | +172.8% | +67.9% | +50.1% |
| All | +240.0% | +544.2% | -304.1% | -22.4% |
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