+122.2%
GLD vs SYK
-4.6%
+126.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.7% |
| 7D | -3.4% | -12.3% | +9.0% | -3.0% |
| 30D | -1.1% | -22.4% | +21.3% | -0.5% |
| 3M | +5.8% | -12.3% | +18.2% | +6.2% |
| 6M | -17.1% | -24.3% | +7.3% | -16.3% |
| YTD | 0.0% | -22.8% | +22.8% | +0.9% |
| 1Y | +18.2% | -28.8% | +47.0% | +19.9% |
| All | +122.2% | -4.6% | +126.8% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling