+4.0%
SYK vs GLDM
+141.3%
-137.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.1% |
| 6M | -23.8% | -15.4% | -8.3% | -22.5% |
| YTD | -20.9% | +1.0% | -21.9% | -22.1% |
| 1Y | -29.0% | +19.7% | -48.7% | -32.1% |
| 3Y | -1.7% | +126.5% | -128.2% | -20.1% |
| 5Y | +4.0% | +142.5% | -138.5% | -21.3% |
| All | +4.0% | +141.3% | -137.3% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling