+25,027.4%
SYK vs GD
+20,186.6%
+4,840.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -8.3% | -5.3% | -3.1% | -6.7% |
| 30D | -10.1% | -6.4% | -3.6% | -8.1% |
| 3M | +0.9% | +5.7% | -4.8% | -1.0% |
| 6M | -20.2% | -0.9% | -19.2% | -20.2% |
| YTD | -13.3% | +8.2% | -21.4% | -16.0% |
| 1Y | -22.3% | +13.4% | -35.8% | -26.1% |
| 3Y | +9.7% | +68.5% | -58.8% | -9.2% |
| 5Y | +15.4% | +97.2% | -81.7% | -9.5% |
| 10Y | +192.9% | +190.2% | +2.7% | +102.5% |
| All | +25,027.4% | +20,186.6% | +4,840.8% | +12,600.6% |
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 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