-28.7%
SOFI vs GLDM
+121.8%
-150.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -3.3% | +4.7% | -7.9% | -5.4% |
| 30D | +3.5% | -0.9% | +4.4% | +4.0% |
| 3M | -10.4% | -4.3% | -6.1% | -8.2% |
| 6M | -0.6% | -13.4% | +12.8% | +6.0% |
| YTD | -38.1% | -5.8% | -32.3% | -36.4% |
| 1Y | -40.3% | +2.1% | -42.4% | -40.6% |
| 3Y | +116.4% | +105.0% | +11.4% | +49.2% |
| All | -28.7% | +121.8% | -150.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling