+42.0%
SOFI vs GIS
-21.1%
+63.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -4.2% |
| 7D | -2.9% | -8.6% | +5.7% | -5.2% |
| 30D | -4.4% | -0.5% | -3.9% | -4.4% |
| 3M | +5.2% | +11.9% | -6.7% | +8.9% |
| 6M | -7.8% | -11.6% | +3.8% | -11.3% |
| YTD | -33.8% | -16.3% | -17.5% | -37.2% |
| 1Y | -33.3% | -21.8% | -11.5% | -37.7% |
| 3Y | +102.7% | -35.7% | +138.3% | +80.1% |
| 5Y | +10.5% | -22.9% | +33.3% | +18.4% |
| All | +42.0% | -21.1% | +63.1% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling