-19.9%
GFS vs SIRI
-23.9%
+4.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.4% |
| 7D | +1.0% | +1.6% | -0.6% | +0.3% |
| 30D | -8.6% | -4.7% | -3.9% | -7.2% |
| 3M | -46.5% | +5.3% | -51.8% | -48.0% |
| 6M | -4.8% | +30.5% | -35.3% | -13.9% |
| YTD | +29.7% | +49.6% | -20.0% | +11.5% |
| 1Y | +35.8% | +28.5% | +7.3% | +22.7% |
| All | -19.9% | -23.9% | +4.0% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling