+168.6%
SOFI vs GGLL
+217.5%
-48.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.5% | -7.5% | -5.2% |
| 7D | -2.6% | +11.5% | -14.1% | -6.3% |
| 30D | +2.6% | -31.2% | +33.8% | +14.8% |
| 3M | -12.9% | -28.7% | +15.8% | -4.1% |
| 6M | -1.7% | -47.2% | +45.5% | +18.0% |
| YTD | -40.3% | -24.3% | -16.0% | -39.3% |
| 1Y | -51.5% | -12.0% | -39.5% | -53.7% |
| 3Y | +125.2% | +169.6% | -44.4% | +22.4% |
| All | +168.6% | +217.5% | -48.9% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling