+1,075.8%
GME vs SIRI
-47.4%
+1,123.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.4% |
| 7D | +4.8% | -3.9% | +8.8% | +5.4% |
| 30D | +5.9% | -0.8% | +6.7% | +5.9% |
| 3M | -10.7% | +4.3% | -15.0% | -11.3% |
| 6M | -19.8% | +34.1% | -53.9% | -22.8% |
| YTD | -0.9% | +47.3% | -48.3% | -5.9% |
| 1Y | -15.7% | +22.9% | -38.6% | -18.3% |
| 3Y | +12.3% | -24.6% | +36.9% | +13.4% |
| 5Y | -60.1% | -43.2% | -16.9% | -58.9% |
| 10Y | +265.3% | -12.3% | +277.6% | +273.3% |
| All | +1,075.8% | -47.4% | +1,123.2% | +970.9% |
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