+119.0%
SOFI vs GD
+58.2%
+60.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -4.9% | +2.7% | -7.5% | -6.0% |
| 30D | +8.4% | +8.6% | -0.2% | +4.2% |
| 3M | -16.3% | -7.1% | -9.3% | -13.5% |
| 6M | +0.7% | +7.5% | -6.7% | -3.3% |
| YTD | -41.1% | +9.9% | -51.0% | -44.4% |
| 1Y | -45.7% | +7.6% | -53.2% | -48.0% |
| 3Y | +119.0% | +56.2% | +62.8% | +64.5% |
| All | +119.0% | +58.2% | +60.8% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling