+33.2%
SYK vs GGLL
+313.5%
-280.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -12.3% | -5.8% | -6.6% | -11.9% |
| 30D | -22.4% | -7.2% | -15.2% | -21.9% |
| 3M | -12.3% | -17.5% | +5.2% | -11.4% |
| 6M | -24.3% | +5.1% | -29.4% | -25.9% |
| YTD | -22.8% | -1.3% | -21.4% | -24.0% |
| 1Y | -28.8% | +60.2% | -89.0% | -34.1% |
| 3Y | -4.0% | +230.8% | -234.8% | -23.9% |
| All | +33.2% | +313.5% | -280.3% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling