-28.7%
SOFI vs GD
+94.5%
-123.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -3.3% | -5.0% | +1.7% | -0.6% |
| 30D | +3.5% | +8.9% | -5.4% | -1.5% |
| 3M | -10.4% | -8.0% | -2.4% | -6.5% |
| 6M | -0.6% | +2.9% | -3.5% | -2.9% |
| YTD | -38.1% | +7.1% | -45.2% | -41.6% |
| 1Y | -40.3% | +5.9% | -46.2% | -43.1% |
| 3Y | +116.4% | +53.9% | +62.6% | +59.1% |
| All | -28.7% | +94.5% | -123.2% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling