-11.4%
SYK vs GLDM
-3.6%
-7.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.6% |
| 3M | -8.1% | -8.8% | +0.7% | -8.4% |
| 6M | +13.5% | -15.9% | +29.4% | +13.2% |
| YTD | -8.5% | -7.7% | -0.8% | -12.8% |
| 1Y | -11.4% | -3.6% | -7.8% | -18.5% |
| All | -11.4% | -3.6% | -7.7% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling