+248.5%
GLDM vs SIRI
-47.6%
+296.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -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% | -6.3% | -1.2% |
| 6M | -13.7% | +30.5% | -44.2% | -14.3% |
| YTD | +2.8% | +49.6% | -46.9% | +1.7% |
| 1Y | +24.8% | +28.5% | -3.7% | +23.9% |
| 3Y | +127.8% | -27.5% | +155.3% | +128.5% |
| 5Y | +141.1% | -44.7% | +185.8% | +143.9% |
| All | +248.5% | -47.6% | +296.1% | +248.2% |
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