-46.1%
SIRI vs GGLL
+328.7%
-374.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | +1.6% | -4.8% | +6.4% | +2.2% |
| 30D | -4.7% | -13.7% | +9.0% | -3.1% |
| 3M | +5.3% | -21.9% | +27.1% | +7.7% |
| 6M | +30.5% | +11.7% | +18.9% | +26.4% |
| YTD | +49.6% | +2.3% | +47.4% | +46.3% |
| 1Y | +28.5% | +76.2% | -47.7% | +15.7% |
| 3Y | -27.5% | +245.0% | -272.5% | -42.0% |
| All | -46.1% | +328.7% | -374.8% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling