+5.0%
SYK vs GAP
+5.7%
-0.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.7% |
| 7D | -12.3% | -6.3% | -6.0% | -11.7% |
| 30D | -22.4% | -0.2% | -22.2% | -22.5% |
| 3M | -12.3% | 0.0% | -12.4% | -12.5% |
| 6M | -24.3% | -8.1% | -16.2% | -24.0% |
| YTD | -22.8% | -16.5% | -6.3% | -21.8% |
| 1Y | -28.8% | -10.5% | -18.3% | -28.7% |
| 3Y | -4.0% | +104.0% | -107.9% | -18.7% |
| All | +5.0% | +5.7% | -0.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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