+41.1%
SOFI vs GPC
+56.5%
-15.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -7.0% | -1.8% | -5.3% | -6.4% |
| 30D | -4.3% | +0.1% | -4.4% | -4.3% |
| 3M | +8.4% | +37.4% | -28.9% | -5.0% |
| 6M | -5.9% | +25.4% | -31.3% | -14.7% |
| YTD | -34.3% | +12.2% | -46.4% | -38.6% |
| 1Y | -32.6% | -0.3% | -32.2% | -34.0% |
| 3Y | +101.3% | -1.6% | +102.9% | +90.1% |
| 5Y | +12.6% | +31.0% | -18.4% | +1.9% |
| All | +41.1% | +56.5% | -15.5% | +64.5% |
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