+732.3%
GLD vs SIRI
-15.4%
+747.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.7% |
| 7D | +2.8% | +5.5% | -2.7% | +2.7% |
| 30D | -4.0% | +22.6% | -26.6% | -4.3% |
| 3M | -8.2% | +12.9% | -21.2% | -8.5% |
| 6M | -14.8% | +22.3% | -37.1% | -15.2% |
| YTD | -6.8% | +67.8% | -74.6% | -7.7% |
| 1Y | -2.4% | +54.6% | -56.9% | -3.2% |
| 3Y | +105.8% | -21.4% | +127.1% | +105.7% |
| 5Y | +113.3% | -39.2% | +152.5% | +113.5% |
| 10Y | +208.4% | -5.2% | +213.7% | +205.3% |
| All | +732.3% | -15.4% | +747.7% | +670.3% |
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