+963.4%
GSK vs SIRI
-17.9%
+981.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.7% |
| 7D | -4.2% | +4.3% | -8.5% | -4.3% |
| 30D | -7.5% | -2.8% | -4.7% | -7.4% |
| 3M | -3.3% | +5.9% | -9.2% | -3.5% |
| 6M | -9.3% | +31.9% | -41.3% | -10.3% |
| YTD | +1.6% | +48.7% | -47.1% | 0.0% |
| 1Y | +25.5% | +23.2% | +2.3% | +24.3% |
| 3Y | +49.3% | -23.9% | +73.1% | +49.2% |
| 5Y | +46.7% | -43.4% | +90.1% | +47.3% |
| 10Y | +76.8% | -13.6% | +90.4% | +74.6% |
| All | +963.4% | -17.9% | +981.3% | +858.3% |
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 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