+816.6%
GLD vs SIRI
-24.6%
+841.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | +4.4% | -4.7% | +9.1% | +4.5% |
| 3M | -1.1% | +5.3% | -6.4% | -1.2% |
| 6M | -13.8% | +30.5% | -44.3% | -14.2% |
| YTD | +2.6% | +49.6% | -47.0% | +1.8% |
| 1Y | +24.5% | +28.5% | -4.0% | +23.8% |
| 3Y | +125.8% | -27.5% | +153.3% | +126.0% |
| 5Y | +137.8% | -44.7% | +182.4% | +138.4% |
| 10Y | +221.4% | -12.6% | +234.0% | +218.7% |
| All | +816.6% | -24.6% | +841.1% | +750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling