+167.6%
SYK vs GD
+195.0%
-27.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -12.3% | -3.2% | -9.2% | -10.8% |
| 30D | -22.4% | -9.6% | -12.8% | -18.3% |
| 3M | -12.3% | +4.3% | -16.7% | -14.5% |
| 6M | -24.3% | +0.5% | -24.8% | -25.0% |
| YTD | -22.8% | +6.6% | -29.4% | -26.2% |
| 1Y | -28.8% | +11.6% | -40.4% | -33.8% |
| 3Y | -4.0% | +72.6% | -76.5% | -32.2% |
| 5Y | +3.8% | +95.2% | -91.3% | -33.0% |
| All | +167.6% | +195.0% | -27.4% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling