+164.9%
GD vs SIRI
-7.8%
+172.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +1.9% | -3.7% | +5.6% | +2.5% |
| 30D | +9.2% | +20.4% | -11.2% | +5.8% |
| 3M | -7.5% | +12.5% | -20.0% | -9.5% |
| 6M | +5.8% | +23.4% | -17.7% | +1.6% |
| YTD | +9.8% | +65.2% | -55.4% | 0.0% |
| 1Y | +5.8% | +52.4% | -46.6% | -2.4% |
| 3Y | +58.0% | -22.6% | +80.6% | +59.0% |
| 5Y | +100.4% | -41.7% | +142.1% | +106.6% |
| All | +164.9% | -7.8% | +172.7% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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