-13.0%
SOFI vs GFS
0.0%
-13.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.3% |
| 7D | -4.9% | +3.8% | -8.8% | -6.6% |
| 30D | -3.5% | -11.7% | +8.3% | +2.0% |
| 3M | +3.9% | -41.8% | +45.7% | +29.6% |
| 6M | -6.5% | +6.6% | -13.2% | -17.2% |
| 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% | +85.8% |
| All | -13.0% | 0.0% | -13.0% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling