-41.8%
SIRI vs GAP
+8.7%
-50.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.5% |
| 7D | +0.6% | -4.1% | +4.7% | +1.2% |
| 30D | +2.5% | +6.2% | -3.7% | +1.3% |
| 3M | +6.6% | -0.7% | +7.3% | +6.3% |
| 6M | +32.9% | -7.1% | +40.0% | +33.3% |
| YTD | +50.5% | -14.1% | +64.5% | +52.2% |
| 1Y | +28.0% | -8.5% | +36.5% | +27.7% |
| 3Y | -22.4% | +115.4% | -137.8% | -33.7% |
| All | -41.8% | +8.7% | -50.5% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling