+15.4%
SOFI vs GPN
-44.5%
+59.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.9% | -4.3% | -0.6% | -2.3% |
| 30D | -3.5% | 0.0% | -3.5% | -3.6% |
| 3M | +3.9% | +35.8% | -31.9% | -16.5% |
| 6M | -6.5% | +22.0% | -28.5% | -20.0% |
| YTD | -33.8% | +15.2% | -49.1% | -42.2% |
| 1Y | -33.3% | +3.5% | -36.8% | -37.2% |
| 3Y | +94.6% | -26.9% | +121.5% | +133.0% |
| All | +15.4% | -44.5% | +59.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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