+124.5%
GLD vs SOUN
+177.2%
-52.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.7% |
| 7D | +0.7% | -4.1% | +4.8% | +0.8% |
| 30D | +0.3% | -18.1% | +18.4% | +0.7% |
| 3M | +0.6% | -12.3% | +12.9% | +0.8% |
| 6M | -15.6% | -18.6% | +3.0% | -15.4% |
| YTD | +0.9% | -34.1% | +35.0% | +1.2% |
| 1Y | +19.4% | -57.0% | +76.4% | +20.1% |
| 3Y | +124.5% | +185.7% | -61.2% | +117.1% |
| All | +124.5% | +177.2% | -52.8% | +117.1% |
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