-19.1%
SIRI vs GFI
+543.2%
-562.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +0.6% | -4.9% | +5.4% | +0.9% |
| 30D | +2.5% | +10.7% | -8.2% | +1.8% |
| 3M | +6.6% | +25.6% | -19.0% | +4.8% |
| 6M | +32.9% | -8.3% | +41.1% | +32.9% |
| YTD | +50.5% | +6.3% | +44.2% | +48.4% |
| 1Y | +28.0% | +22.1% | +5.9% | +24.7% |
| 3Y | -22.4% | +289.2% | -311.6% | -30.9% |
| 5Y | -41.3% | +531.7% | -572.9% | -50.1% |
| 10Y | -10.4% | +1,043.8% | -1,054.2% | -29.8% |
| All | -19.1% | +543.2% | -562.3% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling