-33.3%
SOFI vs GFI
+26.4%
-59.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | -4.9% | -4.9% | -0.1% | -3.7% |
| 30D | -3.5% | +10.7% | -14.2% | -5.8% |
| 3M | +3.9% | +25.6% | -21.7% | -2.2% |
| 6M | -6.5% | -8.3% | +1.7% | -7.3% |
| YTD | -33.8% | +6.3% | -40.1% | -36.6% |
| 1Y | -33.3% | +22.1% | -55.4% | -39.5% |
| All | -33.3% | +26.4% | -59.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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