+98.4%
GLDM vs SIRI
-22.9%
+121.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.8% |
| 7D | -5.5% | -3.7% | -1.8% | -5.4% |
| 30D | -7.0% | +20.4% | -27.4% | -7.4% |
| 3M | -12.3% | +12.5% | -24.8% | -12.6% |
| 6M | -17.9% | +23.4% | -41.4% | -18.4% |
| YTD | -10.3% | +65.2% | -75.4% | -11.3% |
| 1Y | -7.8% | +52.4% | -60.1% | -8.6% |
| All | +98.4% | -22.9% | +121.3% | +101.6% |
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