+622.0%
SYK vs IAU
+867.6%
-245.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -11.8% | +0.2% | -12.0% | -11.8% |
| 30D | -20.4% | +0.2% | -20.6% | -20.4% |
| 3M | -12.1% | +3.3% | -15.3% | -12.1% |
| 6M | -24.3% | -14.6% | -9.8% | -24.0% |
| YTD | -21.2% | +1.9% | -23.1% | -21.4% |
| 1Y | -29.2% | +20.9% | -50.0% | -29.8% |
| 3Y | -2.1% | +127.5% | -129.5% | -5.1% |
| 5Y | +4.7% | +141.9% | -137.2% | +1.2% |
| 10Y | +178.2% | +222.8% | -44.5% | +168.2% |
| All | +622.0% | +867.6% | -245.5% | +585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling