+1,788.2%
GS vs SIRI
-83.7%
+1,871.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.8% | +4.6% |
| 7D | +0.8% | +11.4% | -10.6% | -0.5% |
| 30D | +1.2% | +24.2% | -23.0% | -1.4% |
| 3M | -12.4% | +11.1% | -23.5% | -13.6% |
| 6M | -2.3% | +23.9% | -26.2% | -5.1% |
| YTD | +4.6% | +70.0% | -65.4% | -2.4% |
| 1Y | +17.5% | +56.6% | -39.1% | +10.7% |
| 3Y | +202.0% | -21.4% | +223.4% | +202.5% |
| 5Y | +152.4% | -38.3% | +190.7% | +154.9% |
| 10Y | +478.5% | -3.5% | +482.0% | +457.4% |
| All | +1,788.2% | -83.7% | +1,871.9% | +1,537.2% |
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 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