+17.5%
GFS vs SSNC
-6.2%
+23.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +5.0% |
| 7D | -3.1% | -4.5% | +1.4% | -4.9% |
| 30D | -16.0% | -3.9% | -12.1% | -17.2% |
| 3M | -24.7% | -1.3% | -23.4% | -24.8% |
| 6M | -45.1% | +14.1% | -59.3% | -40.4% |
| YTD | +16.5% | -9.9% | +26.4% | +29.3% |
| All | +17.5% | -6.2% | +23.7% | +29.4% |
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