+42.0%
SOFI vs GH
+21.8%
+20.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.1% |
| 7D | -4.9% | -2.5% | -2.4% | -4.0% |
| 30D | -3.5% | -4.7% | +1.2% | -1.8% |
| 3M | +3.9% | +20.2% | -16.3% | -4.6% |
| 6M | -6.5% | +78.8% | -85.3% | -28.1% |
| YTD | -33.8% | +54.1% | -87.9% | -46.4% |
| 1Y | -33.3% | +177.1% | -210.4% | -59.3% |
| 3Y | +94.6% | +371.6% | -277.0% | -16.7% |
| 5Y | +13.3% | +21.9% | -8.6% | -9.8% |
| All | +42.0% | +21.8% | +20.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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