+49.3%
SOFI vs GD
+172.8%
-123.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +0.9% | -5.3% | +6.1% | +3.6% |
| 30D | -0.2% | -6.4% | +6.3% | +3.0% |
| 3M | +6.2% | +5.7% | +0.5% | +3.0% |
| 6M | -2.6% | -0.9% | -1.6% | -2.4% |
| YTD | -30.4% | +8.2% | -38.6% | -33.9% |
| 1Y | -28.2% | +13.4% | -41.6% | -33.4% |
| 3Y | +107.3% | +68.5% | +38.8% | +55.2% |
| 5Y | +20.2% | +97.2% | -77.0% | -9.9% |
| All | +49.3% | +172.8% | -123.5% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling