-46.4%
GFS vs SSNC
+12.8%
-59.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +5.7% |
| 7D | -7.8% | -3.3% | -4.5% | -10.1% |
| 30D | -19.7% | -1.3% | -18.4% | -19.6% |
| 3M | -23.1% | -2.3% | -20.8% | -23.3% |
| 6M | -46.4% | +12.6% | -59.0% | -34.7% |
| All | -46.4% | +12.8% | -59.1% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling