+633.1%
GS vs SYK
+173.6%
+459.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.1% |
| 7D | -1.7% | -12.3% | +10.6% | +4.3% |
| 30D | -0.9% | -22.4% | +21.5% | +11.4% |
| 3M | +2.3% | -12.3% | +14.7% | +6.4% |
| 6M | +23.4% | -24.3% | +47.8% | +37.9% |
| YTD | +17.7% | -22.8% | +40.5% | +29.6% |
| 1Y | +35.1% | -28.8% | +63.9% | +54.9% |
| 3Y | +234.9% | -4.0% | +238.9% | +222.9% |
| 5Y | +185.3% | +3.8% | +181.5% | +156.3% |
| All | +633.1% | +173.6% | +459.5% | +359.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling