-55.4%
GTLB vs SIRI
-43.3%
-12.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -6.6% | -3.9% | -2.7% | -5.6% |
| 30D | +13.7% | -0.8% | +14.6% | +13.9% |
| 3M | +52.9% | +4.3% | +48.6% | +51.2% |
| 6M | +88.5% | +34.1% | +54.4% | +73.7% |
| YTD | +23.4% | +47.3% | -23.9% | +10.3% |
| 1Y | -3.8% | +22.9% | -26.7% | -10.2% |
| 3Y | -11.5% | -24.6% | +13.1% | -11.6% |
| All | -55.4% | -43.3% | -12.1% | -41.3% |
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