+74.7%
SYK vs GLDM
+245.4%
-170.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -11.8% | +0.2% | -11.9% | -11.8% |
| 30D | -20.4% | +0.3% | -20.6% | -20.4% |
| 3M | -12.1% | +3.3% | -15.4% | -12.2% |
| 6M | -24.3% | -14.5% | -9.9% | -23.6% |
| YTD | -21.2% | +1.9% | -23.2% | -21.9% |
| 1Y | -29.2% | +21.1% | -50.3% | -31.0% |
| 3Y | -2.1% | +128.6% | -130.7% | -11.5% |
| 5Y | +4.7% | +143.8% | -139.0% | -6.7% |
| All | +74.7% | +245.4% | -170.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling