+195.9%
GDX vs SOUN
-25.7%
+221.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.1% |
| 7D | +1.9% | -4.4% | +6.3% | +2.0% |
| 30D | +9.9% | -13.1% | +23.1% | +10.2% |
| 3M | +28.2% | -7.7% | +35.9% | +28.4% |
| 6M | -2.9% | -21.2% | +18.3% | -2.6% |
| YTD | +16.0% | -35.0% | +51.0% | +16.4% |
| 1Y | +49.9% | -56.4% | +106.2% | +51.0% |
| 3Y | +263.6% | +181.7% | +81.8% | +263.5% |
| All | +195.9% | -25.7% | +221.6% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling