+37.3%
SOFI vs GD
+176.2%
-138.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.1% | +2.3% |
| 7D | +0.9% | -3.0% | +4.0% | +2.4% |
| 30D | +6.0% | +9.3% | -3.3% | +1.4% |
| 3M | -8.9% | -7.2% | -1.7% | -5.8% |
| 6M | +6.3% | +5.5% | +0.9% | +3.1% |
| YTD | -36.0% | +9.5% | -45.5% | -39.7% |
| 1Y | -40.6% | +6.4% | -47.1% | -43.0% |
| 3Y | +144.5% | +59.8% | +84.7% | +87.8% |
| 5Y | -24.3% | +98.0% | -122.3% | -43.5% |
| All | +37.3% | +176.2% | -138.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling