+15.4%
SOFI vs GFI
+538.3%
-522.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.5% |
| 7D | -4.9% | -2.7% | -2.2% | -4.5% |
| 30D | -3.5% | +13.2% | -16.7% | -5.4% |
| 3M | +3.9% | +28.5% | -24.6% | -0.6% |
| 6M | -6.5% | -6.2% | -0.4% | -6.6% |
| YTD | -33.8% | +8.7% | -42.6% | -35.7% |
| 1Y | -33.3% | +24.8% | -58.1% | -36.9% |
| 3Y | +94.6% | +298.0% | -203.4% | +47.8% |
| All | +15.4% | +538.3% | -522.9% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling