+2,064.0%
GS vs SIRI
-85.6%
+2,149.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | +0.9% | +1.6% | -0.6% | +0.7% |
| 30D | -1.6% | -4.7% | +3.1% | -1.0% |
| 3M | -4.5% | +5.3% | -9.7% | -5.2% |
| 6M | +20.9% | +30.5% | -9.6% | +16.7% |
| YTD | +19.9% | +49.6% | -29.7% | +13.6% |
| 1Y | +41.4% | +28.5% | +12.9% | +36.3% |
| 3Y | +239.2% | -27.5% | +266.6% | +242.4% |
| 5Y | +185.0% | -44.7% | +229.7% | +191.9% |
| 10Y | +655.0% | -12.6% | +667.6% | +637.2% |
| All | +2,064.0% | -85.6% | +2,149.7% | +1,807.0% |
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