+94.6%
SOFI vs GFS
-19.7%
+114.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.2% |
| 7D | -4.9% | +3.8% | -8.8% | -6.3% |
| 30D | -3.5% | -11.7% | +8.3% | +1.1% |
| 3M | +3.9% | -41.8% | +45.7% | +24.9% |
| 6M | -6.5% | +6.6% | -13.2% | -17.4% |
| YTD | -33.8% | +34.6% | -68.5% | -49.9% |
| 1Y | -33.3% | +46.2% | -79.4% | -52.0% |
| 3Y | +94.6% | -20.3% | +114.9% | +93.7% |
| All | +94.6% | -19.7% | +114.3% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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