+170.5%
GM vs SIRI
-22.6%
+193.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -1.1% | +2.5% | -3.6% | -1.5% |
| 3M | +6.1% | +6.6% | -0.5% | +4.9% |
| 6M | +15.0% | +32.9% | -17.9% | +9.7% |
| YTD | +6.0% | +50.5% | -44.5% | -1.1% |
| 1Y | +47.1% | +28.0% | +19.1% | +40.6% |
| 3Y | +170.5% | -22.4% | +192.9% | +167.0% |
| All | +170.5% | -22.6% | +193.1% | +167.0% |
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