+438.8%
GS vs SIRI
-7.4%
+446.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.9% | -1.7% | +7.6% | +6.4% |
| 30D | +4.3% | +21.1% | -16.8% | -1.3% |
| 3M | -11.7% | +14.7% | -26.4% | -15.2% |
| 6M | -3.2% | +22.9% | -26.1% | -9.4% |
| YTD | +5.8% | +65.7% | -59.9% | -9.9% |
| 1Y | +16.0% | +53.5% | -37.4% | +1.0% |
| 3Y | +199.8% | -23.0% | +222.8% | +204.0% |
| 5Y | +155.5% | -41.5% | +197.0% | +167.6% |
| All | +438.8% | -7.4% | +446.3% | +353.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling