+1,044.3%
SYK vs GME
+1,158.5%
-114.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.0% |
| 7D | -12.3% | +6.0% | -18.4% | -12.5% |
| 30D | -22.4% | +8.3% | -30.8% | -22.7% |
| 3M | -12.3% | -9.1% | -3.3% | -12.1% |
| 6M | -24.3% | -16.3% | -8.0% | -24.0% |
| YTD | -22.8% | +1.5% | -24.3% | -23.0% |
| 1Y | -28.8% | -16.3% | -12.4% | -28.5% |
| 3Y | -4.0% | +15.1% | -19.1% | -9.6% |
| 5Y | +3.8% | -57.2% | +61.0% | -0.9% |
| 10Y | +172.8% | +274.5% | -101.7% | +52.7% |
| All | +1,044.3% | +1,158.5% | -114.2% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling