-30.7%
SYK vs GLXY
+2.7%
-33.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.0% |
| 7D | -12.3% | -8.9% | -3.4% | -12.5% |
| 30D | -22.4% | +19.9% | -42.3% | -22.2% |
| 3M | -12.3% | -20.0% | +7.6% | -12.2% |
| 6M | -24.3% | +10.5% | -34.8% | -24.3% |
| YTD | -22.8% | +7.9% | -30.7% | -22.5% |
| 1Y | -28.8% | -7.5% | -21.3% | -29.3% |
| All | -30.7% | +2.7% | -33.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 5y: compounded portfolio wealth divided by compounded GLXY 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…
5y analysis · Full analysis span regression · 6 months rolling