+16.0%
GS vs SYK
-14.2%
+30.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +5.9% | -5.0% | +10.8% | +5.8% |
| 30D | +4.3% | +9.9% | -5.6% | +5.2% |
| 3M | -11.7% | -8.9% | -2.7% | -12.1% |
| 6M | -3.2% | +3.1% | -6.3% | -4.5% |
| YTD | +5.8% | -11.1% | +16.9% | +9.3% |
| 1Y | +16.0% | -16.2% | +32.2% | +21.2% |
| All | +16.0% | -14.2% | +30.2% | +21.2% |
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