-40.8%
SOFI vs GSK
+14.9%
-55.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.4% | +3.8% |
| 7D | +1.4% | +4.9% | -3.5% | +1.5% |
| 30D | +9.2% | +9.9% | -0.7% | +9.3% |
| 3M | -7.1% | +0.2% | -7.2% | -6.8% |
| 6M | +7.3% | +2.3% | +5.0% | +7.3% |
| YTD | -33.6% | +7.1% | -40.7% | -30.9% |
| 1Y | -40.8% | +13.1% | -53.9% | -39.1% |
| All | -40.8% | +14.9% | -55.7% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling