-22.0%
SIRI vs GGLL
+163.0%
-185.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.4% |
| 7D | -2.6% | +2.9% | -5.5% | -3.0% |
| 30D | +22.2% | -33.1% | +55.4% | +27.4% |
| 3M | +14.1% | -31.2% | +45.3% | +18.3% |
| 6M | +22.5% | -49.4% | +71.9% | +31.4% |
| YTD | +67.9% | -26.8% | +94.7% | +68.5% |
| 1Y | +54.6% | -17.7% | +72.3% | +51.5% |
| All | -22.0% | +163.0% | -185.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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