+1,010.9%
GFI vs SSNC
+173.6%
+837.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -4.9% | -4.0% | -0.8% | -4.2% |
| 30D | +10.7% | +0.5% | +10.2% | +10.6% |
| 3M | +25.6% | +18.9% | +6.7% | +21.8% |
| 6M | -8.3% | +10.8% | -19.1% | -10.1% |
| YTD | +6.3% | -7.1% | +13.4% | +7.1% |
| 1Y | +22.1% | -9.6% | +31.7% | +23.5% |
| 3Y | +289.2% | +51.1% | +238.1% | +256.1% |
| 5Y | +531.7% | +19.7% | +512.0% | +487.8% |
| All | +1,010.9% | +173.6% | +837.3% | +747.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling