-0.8%
GFS vs SIRI
-42.9%
+42.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +4.5% | -3.9% | +8.4% | +5.6% |
| 30D | -8.2% | -0.8% | -7.4% | -8.1% |
| 3M | -38.9% | +4.3% | -43.2% | -40.1% |
| 6M | -2.9% | +34.1% | -36.9% | -11.0% |
| YTD | +31.8% | +47.3% | -15.5% | +17.2% |
| 1Y | +43.1% | +22.9% | +20.2% | +33.6% |
| 3Y | -20.6% | -24.6% | +3.9% | -20.8% |
| All | -0.8% | -42.9% | +42.1% | +15.6% |
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