+35.8%
GFS vs SIRI
+28.3%
+7.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.5% |
| 7D | +1.0% | +1.6% | -0.6% | +0.3% |
| 30D | -8.6% | -4.7% | -3.9% | -6.9% |
| 3M | -46.5% | +5.3% | -51.8% | -48.8% |
| 6M | -4.8% | +30.5% | -35.3% | -16.9% |
| YTD | +29.7% | +49.6% | -20.0% | +5.2% |
| 1Y | +35.8% | +28.5% | +7.3% | +17.9% |
| All | +35.8% | +28.3% | +7.5% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling