-17.4%
GIS vs SIRI
+59.9%
-77.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.4% | -3.2% | +3.8% |
| 7D | +8.5% | +22.3% | -13.8% | +5.3% |
| 30D | +15.3% | +26.9% | -11.6% | +11.4% |
| 3M | +0.9% | +9.6% | -8.7% | -0.8% |
| 6M | +7.9% | +27.2% | -19.2% | +4.9% |
| YTD | -17.6% | +72.4% | -90.0% | -22.5% |
| 1Y | -17.4% | +59.9% | -77.3% | -22.1% |
| All | -17.4% | +59.9% | -77.2% | -22.1% |
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 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