+124.5%
GLD vs SIRI
-23.5%
+148.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | +0.7% | +4.3% | -3.5% | +0.6% |
| 30D | +0.3% | -2.8% | +3.1% | +0.4% |
| 3M | +0.6% | +5.9% | -5.3% | +0.4% |
| 6M | -15.6% | +31.9% | -47.5% | -16.1% |
| YTD | +0.9% | +48.7% | -47.8% | 0.0% |
| 1Y | +19.4% | +23.2% | -3.8% | +18.8% |
| 3Y | +124.5% | -23.9% | +148.3% | +126.8% |
| All | +124.5% | -23.5% | +148.0% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling