-4.0%
SYK vs GFI
+2.1%
-6.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.0% | +9.0% |
| 7D | +11.7% | +1.4% | +10.3% | +11.5% |
| 30D | +19.1% | +3.0% | +16.1% | +18.7% |
| 3M | +1.4% | +10.2% | -8.8% | +0.6% |
| 6M | +17.4% | -10.1% | +27.5% | +16.9% |
| YTD | -2.5% | -11.4% | +8.9% | -4.8% |
| All | -4.0% | +2.1% | -6.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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