-5.3%
SYK vs GH
+80.5%
-85.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.7% | +13.0% | +9.5% |
| 7D | +11.7% | -7.7% | +19.4% | +12.1% |
| 30D | +19.1% | -10.0% | +29.0% | +19.7% |
| 3M | +1.4% | +5.5% | -4.1% | +1.2% |
| 6M | +17.4% | +84.9% | -67.5% | +10.4% |
| YTD | -2.5% | +65.0% | -67.6% | -8.5% |
| 1Y | -5.3% | +71.8% | -77.1% | -11.5% |
| All | -5.3% | +80.5% | -85.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling