+209.5%
SOFI vs GGLL
+328.4%
-118.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +5.6% | +1.9% | +3.8% | +5.0% |
| 30D | -2.0% | -9.7% | +7.7% | +1.5% |
| 3M | +9.2% | -18.0% | +27.2% | +15.1% |
| 6M | -4.7% | +15.3% | -20.0% | -14.3% |
| YTD | -31.2% | +2.2% | -33.4% | -35.6% |
| 1Y | -30.6% | +73.1% | -103.7% | -48.2% |
| 3Y | +110.6% | +242.7% | -132.1% | +7.7% |
| All | +209.5% | +328.4% | -118.9% | +46.5% |
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