+137.1%
GLD vs SIRI
-42.5%
+179.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 6M | -17.1% | +35.1% | -52.2% | -17.6% |
| YTD | 0.0% | +49.0% | -49.0% | -0.9% |
| 1Y | +18.2% | +26.8% | -8.5% | +17.6% |
| 3Y | +122.6% | -23.7% | +146.3% | +123.0% |
| 5Y | +137.1% | -41.8% | +178.9% | +147.7% |
| All | +137.1% | -42.5% | +179.6% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling