+24.5%
GLD vs SOFI
-25.1%
+49.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.6% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | +4.4% | -0.2% | +4.6% | +4.3% |
| 3M | -1.1% | +6.2% | -7.3% | -2.2% |
| 6M | -13.8% | -2.6% | -11.2% | -14.3% |
| YTD | +2.6% | -30.4% | +33.0% | +5.0% |
| 1Y | +24.5% | -28.2% | +52.7% | +25.9% |
| All | +24.5% | -25.1% | +49.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI 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 SOFI 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