-7.2%
SYK vs GWRE
+49.2%
-56.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.8% |
| 7D | -12.3% | -30.9% | +18.6% | -8.5% |
| 30D | -22.4% | -20.7% | -1.7% | -20.5% |
| 3M | -12.3% | +20.2% | -32.5% | -14.5% |
| 6M | -24.3% | -11.9% | -12.5% | -24.2% |
| YTD | -22.8% | -30.3% | +7.5% | -20.1% |
| 1Y | -28.8% | -44.6% | +15.9% | -23.8% |
| All | -7.2% | +49.2% | -56.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling