+215.0%
GLD vs SIRI
-10.2%
+225.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | -2.0% | +0.6% | -2.5% | -2.0% |
| 30D | -1.5% | +2.5% | -4.0% | -1.6% |
| 3M | +3.2% | +6.6% | -3.4% | +3.0% |
| 6M | -16.3% | +32.9% | -49.1% | -16.8% |
| YTD | +0.6% | +50.5% | -49.8% | -0.4% |
| 1Y | +19.1% | +28.0% | -8.8% | +18.3% |
| 3Y | +123.5% | -22.4% | +145.9% | +123.7% |
| 5Y | +138.5% | -41.3% | +179.8% | +140.3% |
| All | +215.0% | -10.2% | +225.2% | +221.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling