-7.2%
SYK vs GFS
-21.4%
+14.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | +3.2% | -15.5% | -12.4% |
| 30D | -22.4% | -9.6% | -12.9% | -22.1% |
| 3M | -12.3% | -38.5% | +26.1% | -10.6% |
| 6M | -24.3% | -1.3% | -23.0% | -27.2% |
| YTD | -22.8% | +31.8% | -54.6% | -28.5% |
| 1Y | -28.8% | +44.6% | -73.3% | -35.1% |
| All | -7.2% | -21.4% | +14.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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