-11.7%
SOFI vs GTLB
-50.8%
+39.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.0% | -3.1% |
| 7D | -2.9% | -6.6% | +3.7% | -0.2% |
| 30D | -4.4% | +13.7% | -18.1% | -9.7% |
| 3M | +5.2% | +52.9% | -47.7% | -12.9% |
| 6M | -7.8% | +88.5% | -96.3% | -31.1% |
| YTD | -33.8% | +23.4% | -57.3% | -41.7% |
| 1Y | -33.3% | -3.8% | -29.4% | -35.6% |
| 3Y | +102.7% | -11.5% | +114.2% | +91.3% |
| All | -11.7% | -50.8% | +39.2% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling