+93.8%
GD vs SIRI
-38.7%
+132.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.5% |
| 7D | -5.0% | +12.6% | -17.6% | -5.9% |
| 30D | +8.9% | +25.9% | -17.0% | +6.9% |
| 3M | -8.0% | +10.3% | -18.4% | -8.9% |
| 6M | +2.9% | +24.8% | -21.9% | +0.9% |
| YTD | +7.1% | +68.6% | -61.5% | +2.4% |
| 1Y | +5.9% | +55.9% | -50.0% | +1.9% |
| 3Y | +53.9% | -22.3% | +76.2% | +53.0% |
| All | +93.8% | -38.7% | +132.6% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling