+18.4%
GLD vs SYK
-28.8%
+47.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.7% |
| 7D | -3.4% | -12.3% | +9.0% | -3.5% |
| 30D | -1.1% | -22.4% | +21.3% | -1.5% |
| 3M | +5.8% | -12.3% | +18.2% | +6.0% |
| 6M | -17.1% | -24.3% | +7.3% | -17.3% |
| YTD | 0.0% | -22.8% | +22.8% | 0.0% |
| All | +18.4% | -28.8% | +47.2% | +21.6% |
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