-19.6%
SIRI vs GPC
+1,562.9%
-1,582.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.0% |
| 30D | -4.7% | +6.0% | -10.7% | -7.3% |
| 3M | +5.3% | +42.6% | -37.4% | -11.7% |
| 6M | +30.5% | +22.8% | +7.8% | +16.9% |
| YTD | +49.6% | +15.5% | +34.2% | +36.5% |
| 1Y | +28.5% | +2.0% | +26.5% | +24.2% |
| 3Y | -27.5% | -1.4% | -26.0% | -31.0% |
| 5Y | -44.7% | +30.6% | -75.2% | -56.1% |
| 10Y | -12.6% | +80.6% | -93.2% | -45.2% |
| All | -19.6% | +1,562.9% | -1,582.5% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling