+20.1%
GSK vs SIRI
+28.0%
-7.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | -3.4% | +2.5% | -5.9% | -3.7% |
| 3M | -8.1% | +6.6% | -14.7% | -8.6% |
| 6M | -11.1% | +32.9% | -44.0% | -14.0% |
| YTD | +0.7% | +50.5% | -49.7% | -4.4% |
| 1Y | +20.1% | +28.0% | -7.8% | +15.1% |
| All | +20.1% | +28.0% | -7.9% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling