-46.5%
SIRI vs GGLL
+328.4%
-374.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +4.3% | +1.9% | +2.4% | +4.0% |
| 30D | -2.8% | -9.7% | +6.9% | -1.7% |
| 3M | +5.9% | -18.0% | +23.9% | +7.7% |
| 6M | +31.9% | +15.3% | +16.7% | +27.3% |
| YTD | +48.7% | +2.2% | +46.5% | +45.3% |
| 1Y | +23.2% | +73.1% | -49.9% | +11.2% |
| 3Y | -23.9% | +242.7% | -266.6% | -39.1% |
| All | -46.5% | +328.4% | -374.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling