+102.8%
SYK vs GLDM
+212.7%
-109.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -6.1% | -2.0% | -4.2% | -6.0% |
| 30D | +12.8% | -4.4% | +17.2% | +13.1% |
| 3M | -8.1% | -8.8% | +0.7% | -7.7% |
| 6M | +13.5% | -15.9% | +29.4% | +14.7% |
| YTD | -8.5% | -7.7% | -0.8% | -8.8% |
| 1Y | -11.4% | -3.6% | -7.8% | -12.0% |
| 3Y | +20.0% | +105.2% | -85.2% | +9.2% |
| 5Y | +27.6% | +112.8% | -85.2% | +14.3% |
| All | +102.8% | +212.7% | -109.9% | +88.6% |
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