+18.2%
GLD vs SIRI
+24.9%
-6.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | -3.4% | -3.0% | -0.4% | -3.3% |
| 30D | -1.1% | +1.3% | -2.4% | -1.2% |
| 3M | +5.8% | +5.6% | +0.2% | +5.5% |
| 6M | -17.1% | +35.2% | -52.2% | -16.7% |
| YTD | 0.0% | +49.1% | -49.1% | +0.5% |
| 1Y | +18.2% | +26.8% | -8.6% | +20.0% |
| All | +18.2% | +24.9% | -6.7% | +20.0% |
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