+822.4%
GIS vs SIRI
-18.6%
+841.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -8.6% | -3.9% | -4.7% | -8.5% |
| 30D | -0.5% | -0.8% | +0.4% | -0.5% |
| 3M | +11.9% | +4.3% | +7.6% | +11.8% |
| 6M | -11.6% | +34.1% | -45.6% | -12.1% |
| YTD | -16.3% | +47.3% | -63.6% | -16.9% |
| 1Y | -21.8% | +22.9% | -44.7% | -22.1% |
| 3Y | -35.7% | -24.6% | -11.1% | -35.7% |
| 5Y | -22.9% | -43.2% | +20.3% | -22.7% |
| 10Y | -16.8% | -12.3% | -4.5% | -17.2% |
| All | +822.4% | -18.6% | +841.1% | +841.1% |
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 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