-11.7%
SOFI vs GTLB
-50.1%
+38.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -4.9% | -5.7% | +0.8% | -2.7% |
| 30D | -3.5% | +15.1% | -18.6% | -9.3% |
| 3M | +3.9% | +65.5% | -61.6% | -16.7% |
| 6M | -6.5% | +102.9% | -109.4% | -32.3% |
| YTD | -33.8% | +25.2% | -59.0% | -42.1% |
| 1Y | -33.3% | -5.5% | -27.8% | -35.1% |
| 3Y | +94.6% | -10.9% | +105.5% | +83.1% |
| All | -11.7% | -50.1% | +38.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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