+185.7%
GDX vs SOUN
-28.0%
+213.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.4% |
| 7D | -5.4% | -6.8% | +1.4% | -5.2% |
| 30D | +6.6% | -15.2% | +21.8% | +6.9% |
| 3M | +30.1% | -7.0% | +37.1% | +30.3% |
| 6M | -7.1% | -20.5% | +13.4% | -6.8% |
| YTD | +12.0% | -37.0% | +49.0% | +12.5% |
| 1Y | +41.2% | -55.3% | +96.5% | +42.3% |
| 3Y | +251.0% | +173.0% | +77.9% | +251.1% |
| All | +185.7% | -28.0% | +213.6% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling