+167.6%
SYK vs GPC
+87.0%
+80.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -12.3% | -1.8% | -10.6% | -11.7% |
| 30D | -22.4% | +0.1% | -22.5% | -22.4% |
| 3M | -12.3% | +37.4% | -49.7% | -22.5% |
| 6M | -24.3% | +25.4% | -49.7% | -31.0% |
| YTD | -22.8% | +12.2% | -34.9% | -27.5% |
| 1Y | -28.8% | -0.3% | -28.4% | -29.9% |
| 3Y | -4.0% | -1.6% | -2.4% | -8.9% |
| 5Y | +3.8% | +31.0% | -27.1% | -16.0% |
| All | +167.6% | +87.0% | +80.5% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling