+1,067.9%
SYK vs GME
+1,205.5%
-137.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.7% | +1.9% |
| 7D | -9.1% | +10.4% | -19.5% | -9.4% |
| 30D | -20.6% | +14.1% | -34.7% | -21.0% |
| 3M | -9.6% | -4.6% | -5.0% | -9.5% |
| 6M | -19.9% | -13.5% | -6.3% | -19.6% |
| YTD | -21.2% | +5.3% | -26.5% | -21.5% |
| 1Y | -28.4% | -14.9% | -13.5% | -28.2% |
| 3Y | -5.3% | +24.3% | -29.6% | -11.1% |
| 5Y | +6.0% | -55.6% | +61.6% | +1.1% |
| 10Y | +178.4% | +288.5% | -110.0% | +55.7% |
| All | +1,067.9% | +1,205.5% | -137.6% | +413.3% |
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