+142.9%
GDX vs SOUN
-60.0%
+202.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.2% |
| 7D | -6.8% | -15.1% | +8.3% | -6.4% |
| 30D | -2.1% | -23.0% | +20.8% | -1.5% |
| 3M | -7.5% | -53.3% | +45.8% | -6.0% |
| 6M | -15.2% | -58.6% | +43.4% | -13.6% |
| YTD | -4.8% | -65.0% | +60.2% | -3.1% |
| 1Y | +6.7% | -71.4% | +78.2% | +8.8% |
| 3Y | +212.7% | +75.4% | +137.4% | +217.4% |
| All | +142.9% | -60.0% | +202.8% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling