+5.0%
SYK vs GPC
+29.9%
-24.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -12.3% | -1.8% | -10.6% | -11.9% |
| 30D | -22.4% | +0.1% | -22.5% | -22.4% |
| 3M | -12.3% | +37.4% | -49.7% | -19.2% |
| 6M | -24.3% | +25.4% | -49.7% | -28.8% |
| YTD | -22.8% | +12.2% | -34.9% | -26.0% |
| 1Y | -28.8% | -0.3% | -28.4% | -29.5% |
| 3Y | -4.0% | -1.6% | -2.4% | -7.4% |
| All | +5.0% | +29.9% | -24.9% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling