-7.2%
SYK vs GFI
+292.6%
-299.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.9% |
| 7D | -12.3% | -5.1% | -7.2% | -12.2% |
| 30D | -22.4% | +13.4% | -35.9% | -22.7% |
| 3M | -12.3% | +36.2% | -48.6% | -13.0% |
| 6M | -24.3% | -9.8% | -14.5% | -24.4% |
| YTD | -22.8% | +7.7% | -30.4% | -23.2% |
| 1Y | -28.8% | +27.2% | -56.0% | -29.5% |
| All | -7.2% | +292.6% | -299.9% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling