-7.3%
GFS vs SSNC
+13.5%
-20.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.0% |
| 7D | +6.2% | -0.2% | +6.4% | +6.4% |
| 30D | -11.4% | -1.9% | -9.4% | -11.1% |
| 3M | -15.5% | -0.2% | -15.3% | -16.5% |
| 6M | -42.6% | +19.4% | -62.0% | -51.1% |
| YTD | +23.2% | -8.1% | +31.3% | +27.4% |
| 1Y | +23.6% | -5.3% | +28.9% | +24.2% |
| 3Y | -17.2% | +56.9% | -74.1% | -48.9% |
| 5Y | -23.4% | +8.0% | -31.5% | -24.3% |
| All | -7.3% | +13.5% | -20.8% | -7.8% |
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 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