-9.8%
GFI vs SSNC
+7.3%
-17.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.9% |
| 7D | -5.1% | -6.7% | +1.6% | -5.1% |
| 30D | +13.4% | -0.8% | +14.2% | +13.7% |
| 3M | +36.2% | +16.1% | +20.2% | +35.4% |
| 6M | -9.8% | +7.9% | -17.8% | -9.2% |
| All | -9.8% | +7.3% | -17.1% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling