+17.7%
GFS vs SSNC
-3.9%
+21.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -6.6% |
| 7D | -12.5% | -1.1% | -11.4% | -12.9% |
| 30D | -16.9% | +0.6% | -17.5% | -16.6% |
| 3M | -22.3% | -1.5% | -20.8% | -22.5% |
| 6M | -40.2% | +15.8% | -56.0% | -34.7% |
| YTD | +16.0% | -8.0% | +23.9% | +31.1% |
| 1Y | +17.7% | -5.8% | +23.5% | +30.8% |
| All | +17.7% | -3.9% | +21.6% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling