+108.8%
GLD vs SOUN
-55.6%
+164.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.8% | -2.6% |
| 7D | +2.8% | -6.1% | +8.9% | +2.9% |
| 30D | -4.0% | -28.2% | +24.2% | -3.8% |
| 3M | -8.2% | -48.1% | +39.9% | -7.9% |
| 6M | -14.8% | -56.4% | +41.6% | -14.5% |
| YTD | -6.8% | -61.2% | +54.4% | -6.5% |
| 1Y | -2.4% | -73.1% | +70.8% | -2.1% |
| 3Y | +105.8% | +116.2% | -10.4% | +108.9% |
| All | +108.8% | -55.6% | +164.4% | +113.1% |
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 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