+6,152.7%
GD vs SIRI
-17.3%
+6,170.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.7% |
| 7D | -5.3% | +1.6% | -6.8% | -5.3% |
| 30D | -6.4% | -4.7% | -1.7% | -6.3% |
| 3M | +5.7% | +5.3% | +0.4% | +5.4% |
| 6M | -0.9% | +30.5% | -31.5% | -2.2% |
| YTD | +8.2% | +49.6% | -41.5% | +6.1% |
| 1Y | +13.4% | +28.5% | -15.1% | +12.0% |
| 3Y | +68.5% | -27.5% | +96.0% | +68.7% |
| 5Y | +97.2% | -44.7% | +141.8% | +98.3% |
| 10Y | +190.2% | -12.6% | +202.8% | +186.7% |
| All | +6,152.7% | -17.3% | +6,170.1% | +5,285.2% |
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