-10.9%
GTLB vs SIRI
-22.6%
+11.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | +15.1% | +2.5% | +12.6% | +14.4% |
| 3M | +65.5% | +6.6% | +58.8% | +63.0% |
| 6M | +102.9% | +32.9% | +70.0% | +89.0% |
| YTD | +25.2% | +50.5% | -25.3% | +12.6% |
| 1Y | -5.5% | +28.0% | -33.5% | -11.9% |
| 3Y | -10.9% | -22.4% | +11.5% | -13.9% |
| All | -10.9% | -22.6% | +11.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling