+119.0%
SOFI vs GLDM
+99.9%
+19.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -4.9% | -4.6% | -0.3% | -2.5% |
| 30D | +8.4% | -5.5% | +13.9% | +11.7% |
| 3M | -16.3% | -10.9% | -5.5% | -11.0% |
| 6M | +0.7% | -17.3% | +18.0% | +10.1% |
| YTD | -41.1% | -10.2% | -30.9% | -37.7% |
| 1Y | -45.7% | -6.9% | -38.7% | -43.4% |
| 3Y | +119.0% | +98.7% | +20.4% | +13.8% |
| All | +119.0% | +99.9% | +19.1% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling