+227.0%
SYK vs GD
+165.4%
+61.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -6.8% | +1.9% | -8.7% | -7.7% |
| 30D | +10.6% | +9.2% | +1.3% | +5.3% |
| 3M | -9.7% | -7.5% | -2.3% | -6.2% |
| 6M | +6.7% | +5.8% | +0.9% | +3.0% |
| YTD | -10.4% | +9.8% | -20.2% | -16.0% |
| 1Y | -14.0% | +5.8% | -19.8% | -17.8% |
| 3Y | +17.6% | +58.0% | -40.4% | -12.5% |
| 5Y | +24.6% | +100.4% | -75.8% | -21.6% |
| All | +227.0% | +165.4% | +61.6% | +74.1% |
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