-1.7%
SYK vs GD
+72.8%
-74.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.6% |
| 7D | -12.9% | -3.5% | -9.4% | -12.1% |
| 30D | -18.5% | -9.0% | -9.4% | -16.5% |
| 3M | -8.1% | +5.1% | -13.2% | -9.2% |
| 6M | -23.8% | -1.0% | -22.8% | -23.5% |
| YTD | -20.9% | +7.3% | -28.2% | -22.5% |
| 1Y | -29.0% | +12.4% | -41.4% | -31.4% |
| 3Y | -1.7% | +73.7% | -75.4% | -11.0% |
| All | -1.7% | +72.8% | -74.5% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling