+25,877.0%
SYK vs GD
+20,493.5%
+5,383.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -6.8% | +1.9% | -8.7% | -7.3% |
| 30D | +10.6% | +9.2% | +1.3% | +7.3% |
| 3M | -9.7% | -7.5% | -2.3% | -7.5% |
| 6M | +6.7% | +5.8% | +0.9% | +4.5% |
| YTD | -10.4% | +9.8% | -20.2% | -13.7% |
| 1Y | -14.0% | +5.8% | -19.8% | -16.3% |
| 3Y | +17.6% | +58.0% | -40.4% | -0.4% |
| 5Y | +24.6% | +100.4% | -75.8% | -2.9% |
| 10Y | +216.1% | +167.5% | +48.6% | +123.3% |
| All | +25,877.0% | +20,493.5% | +5,383.5% | +12,951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling