-0.8%
GFS vs SIRI
-42.2%
+41.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +3.2% | -3.0% | +6.2% | +4.1% |
| 30D | -9.6% | +1.3% | -10.9% | -10.0% |
| 3M | -38.5% | +5.6% | -44.1% | -39.9% |
| 6M | -1.3% | +35.2% | -36.4% | -9.8% |
| YTD | +31.8% | +49.1% | -17.3% | +16.8% |
| 1Y | +44.6% | +26.8% | +17.8% | +33.8% |
| 3Y | -20.6% | -23.7% | +3.0% | -21.1% |
| All | -0.8% | -42.2% | +41.4% | +15.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling