-22.4%
SIRI vs GFI
+296.4%
-318.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.9% |
| 7D | +0.6% | -2.7% | +3.2% | +0.7% |
| 30D | +2.5% | +13.2% | -10.7% | +1.6% |
| 3M | +6.6% | +28.5% | -21.9% | +4.6% |
| 6M | +32.9% | -6.2% | +39.1% | +32.7% |
| YTD | +50.5% | +8.7% | +41.7% | +46.9% |
| 1Y | +28.0% | +24.8% | +3.1% | +22.2% |
| 3Y | -22.4% | +298.0% | -320.4% | -37.6% |
| All | -22.4% | +296.4% | -318.8% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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