+205.6%
GLD vs SIRI
-7.8%
+213.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.8% |
| 7D | -5.5% | -3.7% | -1.8% | -5.4% |
| 30D | -7.0% | +20.4% | -27.5% | -7.5% |
| 3M | -12.4% | +12.5% | -24.9% | -12.6% |
| 6M | -18.0% | +23.4% | -41.5% | -18.5% |
| YTD | -10.5% | +65.2% | -75.6% | -11.6% |
| 1Y | -8.1% | +52.4% | -60.4% | -9.0% |
| 3Y | +97.7% | -22.6% | +120.3% | +97.9% |
| 5Y | +103.4% | -41.7% | +145.1% | +105.1% |
| All | +205.6% | -7.8% | +213.4% | +206.6% |
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