-18.0%
GIS vs SIRI
+28.3%
-46.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.2% |
| 7D | -7.8% | +1.6% | -9.4% | -8.0% |
| 30D | +6.6% | -4.7% | +11.3% | +7.3% |
| 3M | +21.0% | +5.3% | +15.7% | +20.8% |
| 6M | -9.1% | +30.5% | -39.6% | -11.3% |
| YTD | -13.6% | +49.6% | -63.3% | -17.2% |
| 1Y | -18.0% | +28.5% | -46.5% | -19.2% |
| All | -18.0% | +28.3% | -46.4% | -19.2% |
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