+2.5%
GLD vs SIRI
+59.1%
-56.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.9% | +15.9% | -14.0% | +1.4% |
| 30D | -1.8% | +26.0% | -27.8% | -2.4% |
| 3M | -3.6% | +9.2% | -12.8% | -4.0% |
| 6M | -10.2% | +28.3% | -38.5% | -10.7% |
| YTD | -5.3% | +71.5% | -76.7% | -3.2% |
| 1Y | +2.5% | +55.0% | -52.5% | +5.8% |
| All | +2.5% | +59.1% | -56.6% | +5.8% |
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