+37.3%
SOFI vs GLDM
+112.0%
-74.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.5% | +2.5% |
| 7D | +0.9% | +5.0% | -4.1% | -1.3% |
| 30D | +6.0% | -1.3% | +7.3% | +6.7% |
| 3M | -8.9% | -4.7% | -4.2% | -6.7% |
| 6M | +6.3% | -12.4% | +18.7% | +12.2% |
| YTD | -36.0% | -4.1% | -32.0% | -34.8% |
| 1Y | -40.6% | +3.3% | -44.0% | -41.0% |
| 3Y | +144.5% | +110.9% | +33.6% | +79.8% |
| 5Y | -24.3% | +124.8% | -149.1% | -47.9% |
| All | +37.3% | +112.0% | -74.7% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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