+32.9%
SOFI vs GLDM
+108.1%
-75.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -3.3% | +4.7% | -7.9% | -5.3% |
| 30D | +3.5% | -0.9% | +4.4% | +4.0% |
| 3M | -10.4% | -4.3% | -6.1% | -8.4% |
| 6M | -0.6% | -13.4% | +12.8% | +5.5% |
| YTD | -38.1% | -5.8% | -32.3% | -36.4% |
| 1Y | -40.3% | +2.1% | -42.4% | -40.3% |
| 3Y | +116.4% | +105.0% | +11.4% | +60.9% |
| 5Y | -28.2% | +122.5% | -150.7% | -50.1% |
| All | +32.9% | +108.1% | -75.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling