+92.3%
SYK vs GLDM
+248.1%
-155.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.3% | -0.5% | -7.8% | -8.3% |
| 30D | -10.1% | +4.4% | -14.5% | -10.3% |
| 3M | +0.9% | -1.1% | +2.0% | +1.0% |
| 6M | -20.2% | -13.7% | -6.5% | -19.4% |
| YTD | -13.3% | +2.8% | -16.1% | -14.1% |
| 1Y | -22.3% | +24.8% | -47.2% | -24.6% |
| 3Y | +9.7% | +127.8% | -118.1% | -0.8% |
| 5Y | +15.4% | +141.1% | -125.7% | +2.8% |
| All | +92.3% | +248.1% | -155.9% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling