+448.2%
GLW vs SOFI
+43.1%
+405.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.2% | +8.7% | +7.7% |
| 7D | +14.0% | +5.6% | +8.4% | +13.1% |
| 30D | +0.4% | -2.0% | +2.4% | +0.5% |
| 3M | -11.3% | +9.2% | -20.5% | -12.4% |
| 6M | +35.1% | -4.7% | +39.8% | +35.1% |
| YTD | +90.5% | -31.2% | +121.7% | +97.5% |
| 1Y | +132.0% | -30.6% | +162.7% | +139.2% |
| 3Y | +463.3% | +110.6% | +352.7% | +406.7% |
| 5Y | +382.5% | +16.4% | +366.1% | +324.7% |
| All | +448.2% | +43.1% | +405.1% | +378.9% |
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