+13.2%
SYK vs GGLL
+166.5%
-153.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -5.0% | +7.7% | -12.7% | -5.4% |
| 30D | +9.9% | -30.2% | +40.2% | +11.6% |
| 3M | -8.9% | -31.3% | +22.3% | -7.6% |
| 6M | +3.1% | -52.1% | +55.2% | +6.8% |
| YTD | -11.1% | -25.9% | +14.7% | -11.2% |
| 1Y | -16.2% | -8.5% | -7.7% | -17.5% |
| 3Y | +13.2% | +165.5% | -152.4% | -0.7% |
| All | +13.2% | +166.5% | -153.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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