+22,742.0%
SYK vs GFI
+667.5%
+22,074.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -9.1% | -2.7% | -6.4% | -9.0% |
| 30D | -20.6% | +13.2% | -33.9% | -20.9% |
| 3M | -9.6% | +28.5% | -38.1% | -10.3% |
| 6M | -19.9% | -6.2% | -13.7% | -19.9% |
| YTD | -21.2% | +8.7% | -29.9% | -21.7% |
| 1Y | -28.4% | +24.8% | -53.3% | -29.2% |
| 3Y | -5.3% | +298.0% | -303.4% | -10.0% |
| 5Y | +6.0% | +546.0% | -540.0% | -1.1% |
| 10Y | +178.4% | +1,069.8% | -891.3% | +151.5% |
| All | +22,742.0% | +667.5% | +22,074.5% | +21,122.4% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling