+24.5%
GLD vs SYY
+1.0%
+23.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -0.5% | -2.3% | +1.8% | -0.2% |
| 30D | +4.4% | -4.9% | +9.3% | +5.1% |
| 3M | -1.1% | +8.4% | -9.5% | -2.2% |
| 6M | -13.8% | -7.4% | -6.4% | -13.2% |
| YTD | +2.6% | +11.0% | -8.3% | +2.2% |
| 1Y | +24.5% | -0.2% | +24.7% | +21.7% |
| All | +24.5% | +1.0% | +23.5% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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