+393.9%
GH vs SIRI
-42.7%
+436.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -1.2% | -3.0% | +1.8% | -0.3% |
| 30D | -3.7% | +1.3% | -5.0% | -4.2% |
| 3M | +21.7% | +5.6% | +16.1% | +18.8% |
| 6M | +75.7% | +35.1% | +40.6% | +58.2% |
| YTD | +55.7% | +49.0% | +6.7% | +34.8% |
| 1Y | +181.1% | +26.8% | +154.4% | +156.2% |
| 3Y | +371.6% | -23.7% | +395.3% | +384.8% |
| 5Y | +23.2% | -41.8% | +65.0% | +31.1% |
| All | +393.9% | -42.7% | +436.6% | +409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling