+24.5%
GLD vs SYK
-21.3%
+45.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.9% |
| 7D | -0.5% | -8.3% | +7.8% | -0.8% |
| 30D | +4.4% | -10.1% | +14.5% | +4.1% |
| 3M | -1.1% | +0.9% | -2.0% | -0.8% |
| 6M | -13.8% | -20.2% | +6.4% | -14.9% |
| YTD | +2.6% | -13.3% | +15.9% | +2.7% |
| 1Y | +24.5% | -22.3% | +46.9% | +26.0% |
| All | +24.5% | -21.3% | +45.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling