-25.7%
GIS vs SIRI
-41.5%
+15.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -6.4% | +0.6% | -6.9% | -6.4% |
| 30D | -6.1% | +2.5% | -8.6% | -6.3% |
| 3M | +7.8% | +6.6% | +1.2% | +7.5% |
| 6M | -8.8% | +32.9% | -41.7% | -10.2% |
| YTD | -19.1% | +50.5% | -69.6% | -20.9% |
| 1Y | -24.8% | +28.0% | -52.7% | -25.9% |
| 3Y | -37.6% | -22.4% | -15.2% | -37.7% |
| All | -25.7% | -41.5% | +15.8% | -23.5% |
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