+5.7%
SYK vs GFS
-2.1%
+7.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | +3.2% | -15.5% | -12.6% |
| 30D | -22.4% | -9.6% | -12.9% | -21.7% |
| 3M | -12.3% | -38.5% | +26.1% | -8.1% |
| 6M | -24.3% | -1.3% | -23.0% | -27.1% |
| YTD | -22.8% | +31.8% | -54.6% | -29.6% |
| 1Y | -28.8% | +44.6% | -73.3% | -36.4% |
| 3Y | -4.0% | -20.6% | +16.7% | -7.7% |
| All | +5.7% | -2.1% | +7.8% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling