+23.6%
GFS vs SIRI
+54.0%
-30.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +6.2% | -2.6% | +8.8% | +6.7% |
| 30D | -11.4% | +22.2% | -33.6% | -15.2% |
| 3M | -15.5% | +14.1% | -29.6% | -17.8% |
| 6M | -42.6% | +22.5% | -65.1% | -47.1% |
| YTD | +23.2% | +67.9% | -44.7% | +0.3% |
| 1Y | +23.6% | +54.6% | -31.0% | +6.6% |
| All | +23.6% | +54.0% | -30.4% | +6.6% |
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 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