+46.0%
GEV vs SYK
-28.8%
+74.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -3.2% |
| 7D | -1.9% | -12.3% | +10.4% | -3.9% |
| 30D | -8.7% | -22.4% | +13.8% | -12.1% |
| 3M | +6.6% | -12.3% | +18.9% | +3.3% |
| 6M | +10.2% | -24.3% | +34.5% | +8.2% |
| YTD | +41.6% | -22.8% | +64.4% | +38.8% |
| All | +46.0% | -28.8% | +74.8% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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