-24.0%
SIRI vs GPC
-1.1%
-23.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -3.9% | -0.6% | -3.3% | -3.7% |
| 30D | -0.8% | +1.3% | -2.1% | -1.3% |
| 3M | +4.3% | +37.1% | -32.8% | -6.0% |
| 6M | +34.1% | +23.2% | +10.9% | +24.4% |
| YTD | +47.3% | +13.1% | +34.2% | +39.1% |
| 1Y | +22.9% | +0.9% | +22.1% | +20.9% |
| All | -24.0% | -1.1% | -23.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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