+15.5%
GLXY vs SIRI
+36.6%
-21.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | +13.4% | +1.6% | +11.9% | +13.2% |
| 30D | +38.1% | -4.7% | +42.8% | +38.5% |
| 3M | -7.3% | +5.3% | -12.6% | -9.4% |
| 6M | +8.2% | +30.5% | -22.3% | +5.0% |
| YTD | +17.8% | +49.6% | -31.9% | +12.1% |
| 1Y | +14.9% | +28.5% | -13.6% | +14.4% |
| All | +15.5% | +36.6% | -21.2% | +10.7% |
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