-12.3%
GFS vs SSNC
+11.3%
-23.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | -3.1% | -4.5% | +1.4% | -0.5% |
| 30D | -16.0% | -3.9% | -12.1% | -14.8% |
| 3M | -24.7% | -1.3% | -23.4% | -25.1% |
| 6M | -45.1% | +14.1% | -59.3% | -51.8% |
| YTD | +16.5% | -9.9% | +26.4% | +21.8% |
| 1Y | +19.3% | -6.2% | +25.5% | +20.2% |
| 3Y | -20.0% | +56.1% | -76.0% | -50.7% |
| 5Y | -32.0% | +5.4% | -37.4% | -32.1% |
| All | -12.3% | +11.3% | -23.6% | -11.9% |
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