-45.2%
SOFI vs GD
+6.6%
-51.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.1% | +3.0% |
| 7D | +0.9% | -3.0% | +4.0% | +1.3% |
| 30D | +6.0% | +9.3% | -3.3% | +4.5% |
| 3M | -8.9% | -7.2% | -1.7% | -7.6% |
| 6M | +6.3% | +5.5% | +0.9% | +5.4% |
| YTD | -36.0% | +9.5% | -45.5% | -38.3% |
| All | -45.2% | +6.6% | -51.7% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling