+26.4%
SOFI vs GPC
+43.9%
-17.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | +8.4% | -6.3% | +14.7% | +11.0% |
| 3M | -16.3% | -8.2% | -8.2% | -13.8% |
| 6M | +0.7% | +27.1% | -26.4% | -9.5% |
| YTD | -41.1% | +3.1% | -44.2% | -43.4% |
| 1Y | -45.7% | +0.1% | -45.8% | -47.2% |
| 3Y | +119.0% | +0.2% | +118.8% | +103.7% |
| 5Y | -32.2% | +4.9% | -37.1% | -39.8% |
| All | +26.4% | +43.9% | -17.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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