-24.3%
SYK vs GME
-16.8%
-7.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -1.6% |
| 7D | -12.3% | +6.0% | -18.4% | -11.6% |
| 30D | -22.4% | +8.3% | -30.8% | -21.4% |
| 3M | -12.3% | -9.1% | -3.3% | -13.2% |
| 6M | -24.3% | -16.3% | -8.0% | -25.5% |
| All | -24.3% | -16.8% | -7.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 6mo: compounded portfolio wealth divided by compounded GME 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…
6mo analysis · Full analysis span regression · 6 months rolling