-1.7%
SYK vs GLDM
+126.1%
-127.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.7% | -7.1% | -8.7% |
| 7D | -12.9% | +0.7% | -13.7% | -12.9% |
| 30D | -18.5% | +0.3% | -18.8% | -18.5% |
| 3M | -8.1% | +0.7% | -8.8% | -8.0% |
| 6M | -23.8% | -15.4% | -8.3% | -23.2% |
| YTD | -20.9% | +1.0% | -21.9% | -22.0% |
| 1Y | -29.0% | +19.7% | -48.7% | -31.3% |
| 3Y | -1.7% | +126.5% | -128.2% | -18.1% |
| All | -1.7% | +126.1% | -127.8% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling