+188.9%
GS vs SIRI
-43.5%
+232.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +3.4% | +4.3% | -0.9% | +2.6% |
| 30D | +0.2% | -2.8% | +3.0% | +0.6% |
| 3M | -0.3% | +5.9% | -6.2% | -1.6% |
| 6M | +27.4% | +31.9% | -4.6% | +20.8% |
| YTD | +19.6% | +48.7% | -29.0% | +10.8% |
| 1Y | +42.5% | +23.2% | +19.2% | +36.1% |
| 3Y | +240.4% | -23.9% | +264.3% | +239.6% |
| 5Y | +188.9% | -43.4% | +232.3% | +201.3% |
| All | +188.9% | -43.5% | +232.4% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling