-40.8%
SOFI vs GGLL
-11.6%
-29.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.9% | +2.1% |
| 7D | +1.4% | -23.1% | +24.5% | +6.3% |
| 30D | +9.2% | -32.9% | +42.1% | +18.7% |
| 3M | -7.1% | -44.9% | +37.8% | +6.0% |
| 6M | +7.3% | -49.5% | +56.8% | +23.9% |
| YTD | -33.6% | -28.9% | -4.7% | -33.8% |
| 1Y | -40.8% | -12.2% | -28.6% | -49.0% |
| All | -40.8% | -11.6% | -29.2% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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