+187.0%
GS vs SYK
+3.6%
+183.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +2.4% | -11.8% | +14.2% | +6.8% |
| 30D | -0.1% | -20.4% | +20.3% | +8.0% |
| 3M | +0.2% | -12.1% | +12.2% | +2.8% |
| 6M | +24.8% | -24.3% | +49.1% | +36.7% |
| YTD | +18.8% | -21.2% | +40.0% | +27.3% |
| 1Y | +37.3% | -29.2% | +66.5% | +54.5% |
| 3Y | +237.9% | -2.1% | +240.0% | +225.9% |
| 5Y | +187.0% | +4.7% | +182.3% | +159.3% |
| All | +187.0% | +3.6% | +183.5% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling