-22.3%
SYK vs GD
+13.1%
-35.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -8.3% | -5.3% | -3.1% | -7.4% |
| 30D | -10.1% | -6.4% | -3.6% | -8.9% |
| 3M | +0.9% | +5.7% | -4.8% | +0.3% |
| 6M | -20.2% | -0.9% | -19.2% | -19.6% |
| YTD | -13.3% | +8.2% | -21.4% | -14.2% |
| 1Y | -22.3% | +13.4% | -35.8% | -24.6% |
| All | -22.3% | +13.1% | -35.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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