+240.0%
GM vs SIRI
+168.5%
+71.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.5% |
| 7D | -1.1% | -3.0% | +1.9% | -0.1% |
| 30D | -3.4% | +1.3% | -4.7% | -4.0% |
| 3M | +8.7% | +5.6% | +3.1% | +6.4% |
| 6M | +15.4% | +35.2% | -19.7% | +4.2% |
| YTD | +6.6% | +49.1% | -42.5% | -7.2% |
| 1Y | +51.5% | +26.8% | +24.7% | +38.2% |
| 3Y | +169.3% | -23.7% | +193.0% | +167.9% |
| 5Y | +81.6% | -41.8% | +123.4% | +84.9% |
| 10Y | +240.7% | -11.3% | +251.9% | +186.4% |
| All | +240.0% | +168.5% | +71.5% | +98.3% |
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 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