-7.3%
GFS vs SIRI
-34.9%
+27.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +6.2% | -2.6% | +8.8% | +7.0% |
| 30D | -11.4% | +22.2% | -33.6% | -16.4% |
| 3M | -15.5% | +14.1% | -29.6% | -19.0% |
| 6M | -42.6% | +22.5% | -65.1% | -46.3% |
| YTD | +23.2% | +67.9% | -44.7% | +5.1% |
| 1Y | +23.6% | +54.6% | -31.0% | +7.9% |
| 3Y | -17.2% | -21.3% | +4.1% | -19.0% |
| 5Y | -23.4% | -40.4% | +16.9% | -11.9% |
| All | -7.3% | -34.9% | +27.6% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling