+37.1%
GFS vs SSNC
-8.1%
+45.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | -1.4% |
| 7D | +2.6% | -1.8% | +4.4% | +2.1% |
| 30D | -16.4% | +1.9% | -18.3% | -15.8% |
| 3M | -41.6% | +18.4% | -60.0% | -37.5% |
| 6M | -3.7% | +7.0% | -10.6% | +4.9% |
| YTD | +29.3% | -6.9% | +36.2% | +47.1% |
| 1Y | +37.1% | -8.2% | +45.3% | +63.8% |
| All | +37.1% | -8.1% | +45.3% | +63.8% |
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