-22.3%
SYK vs GPC
+0.2%
-22.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -8.3% | +0.4% | -8.7% | -8.4% |
| 30D | -10.1% | +5.1% | -15.2% | -11.0% |
| 3M | +0.9% | +41.5% | -40.6% | -3.5% |
| 6M | -20.2% | +21.8% | -42.0% | -23.1% |
| YTD | -13.3% | +14.6% | -27.8% | -19.0% |
| 1Y | -22.3% | +1.3% | -23.6% | -25.5% |
| All | -22.3% | +0.2% | -22.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling