+535.8%
SYK vs GNRC
+2,020.8%
-1,485.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 6M | -24.3% | -13.8% | -10.5% | -24.1% |
| YTD | -22.8% | +33.2% | -56.0% | -29.3% |
| 1Y | -28.8% | -1.8% | -27.0% | -31.3% |
| 3Y | -4.0% | +57.7% | -61.7% | -18.3% |
| 5Y | +3.8% | -59.7% | +63.6% | +10.1% |
| 10Y | +172.8% | +430.7% | -257.9% | +62.7% |
| All | +535.8% | +2,020.8% | -1,485.0% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling