+6,089.8%
GD vs SIRI
-6.9%
+6,096.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.6% |
| 7D | -5.0% | +12.6% | -17.6% | -5.5% |
| 30D | +8.9% | +25.9% | -17.0% | +7.8% |
| 3M | -8.0% | +10.3% | -18.4% | -8.5% |
| 6M | +2.9% | +24.8% | -21.9% | +1.8% |
| YTD | +7.1% | +68.6% | -61.5% | +4.5% |
| 1Y | +5.9% | +55.9% | -50.0% | +3.7% |
| 3Y | +53.9% | -22.3% | +76.2% | +53.7% |
| 5Y | +95.4% | -38.6% | +134.0% | +95.7% |
| 10Y | +193.5% | -0.6% | +194.1% | +188.3% |
| All | +6,089.8% | -6.9% | +6,096.7% | +5,201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling