+167.6%
SYK vs IAU
+218.5%
-50.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.8% |
| 7D | -12.3% | -3.4% | -9.0% | -12.1% |
| 30D | -22.4% | -1.1% | -21.3% | -22.4% |
| 3M | -12.3% | +5.8% | -18.2% | -12.7% |
| 6M | -24.3% | -16.9% | -7.4% | -23.2% |
| YTD | -22.8% | +0.1% | -22.9% | -23.4% |
| 1Y | -28.8% | +18.4% | -47.2% | -30.7% |
| 3Y | -4.0% | +123.6% | -127.6% | -14.0% |
| 5Y | +3.8% | +138.7% | -134.9% | -8.4% |
| All | +167.6% | +218.5% | -50.9% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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