+42.0%
SOFI vs GH
+26.0%
+16.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.2% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -4.4% | -2.6% | -1.7% | -3.5% |
| 3M | +5.2% | +25.1% | -19.9% | -4.9% |
| 6M | -7.8% | +78.5% | -86.3% | -29.0% |
| YTD | -33.8% | +59.4% | -93.2% | -47.1% |
| 1Y | -33.3% | +173.9% | -207.1% | -59.0% |
| 3Y | +102.7% | +382.7% | -280.1% | -14.0% |
| 5Y | +10.5% | +24.4% | -13.9% | -12.3% |
| All | +42.0% | +26.0% | +16.1% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling