+100.9%
GLD vs SOUN
-60.0%
+160.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.2% |
| 7D | -4.6% | -15.1% | +10.5% | -4.5% |
| 30D | -5.5% | -23.0% | +17.5% | -5.3% |
| 3M | -10.9% | -53.3% | +42.4% | -10.5% |
| 6M | -17.4% | -58.6% | +41.1% | -17.0% |
| YTD | -10.3% | -65.0% | +54.7% | -9.9% |
| 1Y | -7.2% | -71.4% | +64.3% | -6.8% |
| 3Y | +96.9% | +75.4% | +21.5% | +99.9% |
| All | +100.9% | -60.0% | +160.9% | +105.2% |
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 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