+1,704.0%
GS vs SIRI
-83.8%
+1,787.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -3.2% | +12.6% | -15.8% | -4.6% |
| 30D | -2.4% | +25.9% | -28.3% | -5.1% |
| 3M | -15.7% | +10.3% | -26.1% | -16.8% |
| 6M | -6.8% | +24.8% | -31.6% | -9.5% |
| YTD | -0.1% | +68.6% | -68.7% | -6.7% |
| 1Y | +12.1% | +55.9% | -43.8% | +5.6% |
| 3Y | +185.8% | -22.3% | +208.1% | +186.6% |
| 5Y | +140.1% | -38.6% | +178.7% | +142.7% |
| 10Y | +505.2% | -0.6% | +505.8% | +481.5% |
| All | +1,704.0% | -83.8% | +1,787.8% | +1,465.8% |
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 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