+7.2%
SYK vs GNRC
-58.7%
+65.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.9% | +1.7% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -20.6% | -15.7% | -4.9% | -19.2% |
| 3M | -9.6% | -27.3% | +17.7% | -6.9% |
| 6M | -19.9% | -12.1% | -7.8% | -20.2% |
| YTD | -21.2% | +37.1% | -58.3% | -26.7% |
| 1Y | -28.4% | -0.5% | -27.9% | -30.6% |
| 3Y | -5.3% | +61.5% | -66.9% | -17.2% |
| All | +7.2% | -58.7% | +65.9% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling