+123.1%
GLD vs SOFI
+44.7%
+78.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.8% |
| 7D | -0.5% | +0.9% | -1.4% | -0.5% |
| 30D | +4.4% | -0.2% | +4.6% | +4.4% |
| 3M | -1.1% | +6.2% | -7.3% | -1.3% |
| 6M | -13.8% | -2.6% | -11.2% | -13.9% |
| YTD | +2.6% | -30.4% | +33.0% | +3.1% |
| 1Y | +24.5% | -28.2% | +52.7% | +24.9% |
| 3Y | +125.8% | +107.3% | +18.6% | +121.8% |
| 5Y | +137.8% | +20.2% | +117.6% | +133.1% |
| All | +123.1% | +44.7% | +78.4% | +116.9% |
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 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