-22.3%
SYK vs GTLB
+14.4%
-36.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.5% |
| 7D | -8.3% | +11.1% | -19.4% | -8.0% |
| 30D | -10.1% | +37.8% | -47.9% | -9.2% |
| 3M | +0.9% | +61.6% | -60.7% | +2.2% |
| 6M | -20.2% | +98.9% | -119.1% | -17.8% |
| YTD | -13.3% | +32.8% | -46.1% | -12.0% |
| 1Y | -22.3% | +14.7% | -37.0% | -22.3% |
| All | -22.3% | +14.4% | -36.8% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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