+61.5%
GNRC vs SIRI
-22.6%
+84.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | -0.2% | +0.6% | -0.7% | -0.3% |
| 30D | -15.7% | +2.5% | -18.2% | -16.3% |
| 3M | -27.3% | +6.6% | -34.0% | -28.6% |
| 6M | -12.1% | +32.9% | -44.9% | -17.9% |
| YTD | +37.1% | +50.5% | -13.3% | +24.0% |
| 1Y | -0.5% | +28.0% | -28.4% | -6.9% |
| 3Y | +61.5% | -22.4% | +83.9% | +64.2% |
| All | +61.5% | -22.6% | +84.1% | +64.2% |
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 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