+94.6%
SOFI vs GIS
-37.5%
+132.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -4.9% | -6.4% | +1.4% | -6.0% |
| 30D | -3.5% | -6.1% | +2.6% | -4.5% |
| 3M | +3.9% | +7.8% | -3.9% | +5.2% |
| 6M | -6.5% | -8.8% | +2.3% | -8.5% |
| YTD | -33.8% | -19.1% | -14.7% | -36.8% |
| 1Y | -33.3% | -24.8% | -8.5% | -36.9% |
| 3Y | +94.6% | -37.6% | +132.2% | +82.5% |
| All | +94.6% | -37.5% | +132.1% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling