-2.4%
GFS vs SSNC
+19.5%
-21.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.6% |
| 30D | -8.6% | +6.0% | -14.6% | -12.0% |
| 3M | -46.5% | +21.0% | -67.5% | -53.8% |
| 6M | -4.8% | +12.1% | -16.9% | -13.6% |
| YTD | +29.7% | -3.2% | +32.9% | +31.4% |
| 1Y | +35.8% | -4.4% | +40.2% | +38.6% |
| 3Y | -18.3% | +51.6% | -70.0% | -46.4% |
| All | -2.4% | +19.5% | -21.9% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling