+285.7%
GDXJ vs SOUN
+172.2%
+113.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.8% | -7.1% | +4.3% | -2.2% |
| 30D | +5.0% | -15.4% | +20.4% | +6.3% |
| 3M | +24.1% | -10.6% | +34.6% | +25.0% |
| 6M | -7.4% | -19.6% | +12.3% | -6.3% |
| YTD | +10.2% | -37.2% | +47.4% | +12.8% |
| 1Y | +42.5% | -57.1% | +99.6% | +48.5% |
| 3Y | +285.7% | +178.2% | +107.5% | +222.1% |
| All | +285.7% | +172.2% | +113.5% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling