+181.3%
SOFI vs GGLL
+194.0%
-12.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -2.4% | +5.1% | -7.5% | -4.0% |
| 30D | +3.6% | -35.5% | +39.1% | +18.7% |
| 3M | -9.7% | -39.2% | +29.5% | +5.2% |
| 6M | +3.9% | -54.4% | +58.3% | +31.6% |
| YTD | -37.5% | -29.8% | -7.6% | -34.6% |
| 1Y | -46.4% | -20.4% | -26.0% | -47.0% |
| 3Y | +135.9% | +149.7% | -13.9% | +31.8% |
| All | +181.3% | +194.0% | -12.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling