+800.7%
GLD vs SYK
+693.5%
+107.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.8% | +7.1% | -1.6% |
| 7D | +0.7% | -12.9% | +13.7% | +1.0% |
| 30D | +0.3% | -18.5% | +18.8% | +0.6% |
| 3M | +0.6% | -8.1% | +8.7% | +0.7% |
| 6M | -15.6% | -23.8% | +8.2% | -15.3% |
| YTD | +0.9% | -20.9% | +21.8% | +1.2% |
| 1Y | +19.4% | -29.0% | +48.3% | +20.0% |
| 3Y | +124.5% | -1.7% | +126.2% | +124.2% |
| 5Y | +138.9% | +4.0% | +135.0% | +137.8% |
| 10Y | +213.3% | +168.8% | +44.5% | +209.5% |
| All | +800.7% | +693.5% | +107.2% | +788.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling