+105.0%
GLDM vs SIRI
-26.1%
+131.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | +12.6% | -7.9% | +4.3% |
| 30D | -0.9% | +25.9% | -26.7% | -1.5% |
| 3M | -4.3% | +10.3% | -14.6% | -4.6% |
| 6M | -13.4% | +24.8% | -38.2% | -13.9% |
| YTD | -5.8% | +68.6% | -74.4% | -7.0% |
| 1Y | +2.1% | +55.9% | -53.8% | +1.0% |
| 3Y | +105.0% | -22.3% | +127.4% | +108.3% |
| All | +105.0% | -26.1% | +131.1% | +108.3% |
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 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