+100.3%
GLD vs SOFI
+29.2%
+71.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -2.0% | -6.4% | +4.4% | -1.8% |
| 30D | -4.4% | +6.8% | -11.3% | -4.7% |
| 3M | -8.9% | -9.5% | +0.6% | -8.7% |
| 6M | -16.0% | +0.1% | -16.0% | -16.1% |
| YTD | -7.9% | -37.9% | +30.0% | -7.2% |
| 1Y | -3.9% | -47.4% | +43.6% | -3.0% |
| 3Y | +103.4% | +134.4% | -31.0% | +99.9% |
| 5Y | +109.7% | -29.2% | +138.9% | +106.3% |
| All | +100.3% | +29.2% | +71.1% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling