-2.7%
GFS vs SIRI
-42.4%
+39.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +2.6% | +4.3% | -1.6% | +1.3% |
| 30D | -16.4% | -2.8% | -13.6% | -15.8% |
| 3M | -41.6% | +5.9% | -47.5% | -43.0% |
| 6M | -3.7% | +31.9% | -35.6% | -11.4% |
| YTD | +29.3% | +48.7% | -19.3% | +14.7% |
| 1Y | +37.1% | +23.2% | +13.9% | +27.9% |
| 3Y | -22.1% | -23.9% | +1.7% | -22.5% |
| All | -2.7% | -42.4% | +39.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling