+167.6%
SYK vs GNRC
+433.2%
-265.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.5% |
| 7D | -12.3% | -0.7% | -11.6% | -12.3% |
| 30D | -22.4% | -15.8% | -6.6% | -20.2% |
| 3M | -12.3% | -24.0% | +11.7% | -9.0% |
| 6M | -24.3% | -13.8% | -10.5% | -24.2% |
| YTD | -22.8% | +33.2% | -56.0% | -29.9% |
| 1Y | -28.8% | -1.8% | -27.0% | -31.6% |
| 3Y | -4.0% | +57.7% | -61.7% | -20.1% |
| 5Y | +3.8% | -59.7% | +63.6% | +15.2% |
| All | +167.6% | +433.2% | -265.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling