+94.7%
SOFI vs GPC
-1.1%
+95.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | -2.9% | -0.6% | -2.2% | -2.7% |
| 30D | -4.4% | +1.3% | -5.7% | -4.8% |
| 3M | +5.2% | +37.1% | -31.9% | -6.1% |
| 6M | -7.8% | +23.2% | -31.0% | -14.7% |
| YTD | -33.8% | +13.1% | -46.9% | -38.0% |
| 1Y | -33.3% | +0.9% | -34.1% | -34.8% |
| All | +94.7% | -1.1% | +95.8% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling