+289.2%
GFI vs SSNC
+49.3%
+239.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -4.9% | -4.0% | -0.8% | -4.3% |
| 30D | +10.7% | +0.5% | +10.2% | +10.7% |
| 3M | +25.6% | +18.9% | +6.7% | +22.4% |
| 6M | -8.3% | +10.8% | -19.1% | -9.7% |
| YTD | +6.3% | -7.1% | +13.4% | +7.8% |
| 1Y | +22.1% | -9.6% | +31.7% | +25.2% |
| 3Y | +289.2% | +51.1% | +238.1% | +215.0% |
| All | +289.2% | +49.3% | +239.9% | +215.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling