+42.0%
SOFI vs GPN
-56.8%
+98.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -4.9% | -4.6% | -0.3% | -2.3% |
| 30D | -3.5% | -0.3% | -3.2% | -3.4% |
| 3M | +3.9% | +35.4% | -31.5% | -14.7% |
| 6M | -6.5% | +21.7% | -28.2% | -18.7% |
| YTD | -33.8% | +14.9% | -48.7% | -41.3% |
| 1Y | -33.3% | +3.2% | -36.5% | -36.7% |
| 3Y | +94.6% | -27.1% | +121.8% | +128.2% |
| 5Y | +13.3% | -44.4% | +57.6% | +35.7% |
| All | +42.0% | -56.8% | +98.8% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling