-7.2%
SYK vs GH
+367.9%
-375.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.8% |
| 7D | -12.3% | -1.2% | -11.1% | -12.3% |
| 30D | -22.4% | -3.7% | -18.8% | -22.3% |
| 3M | -12.3% | +21.7% | -34.0% | -13.8% |
| 6M | -24.3% | +75.7% | -100.1% | -27.8% |
| YTD | -22.8% | +55.7% | -78.5% | -25.8% |
| 1Y | -28.8% | +181.1% | -209.9% | -34.7% |
| All | -7.2% | +367.9% | -375.1% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling