-40.8%
SOFI vs GIS
-17.8%
-23.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +4.4% |
| 7D | +1.4% | +8.5% | -7.1% | +2.8% |
| 30D | +9.2% | +15.3% | -6.1% | +11.9% |
| 3M | -7.1% | +0.9% | -8.0% | -7.1% |
| 6M | +7.3% | +7.9% | -0.7% | +8.5% |
| YTD | -33.6% | -17.6% | -16.0% | -42.7% |
| 1Y | -40.8% | -17.4% | -23.5% | -48.4% |
| All | -40.8% | -17.8% | -23.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling