+270.2%
GLW vs SOUN
-55.2%
+325.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +7.4% |
| 7D | +1.4% | -9.5% | +10.9% | +1.9% |
| 30D | -18.2% | -21.3% | +3.1% | -17.2% |
| 3M | -24.2% | -47.2% | +23.0% | -21.8% |
| 6M | -41.7% | -53.7% | +12.0% | -39.6% |
| YTD | +38.3% | -60.8% | +99.1% | +43.6% |
| 1Y | +38.2% | -70.9% | +109.1% | +45.3% |
| 3Y | +363.4% | +118.4% | +244.9% | +345.4% |
| All | +270.2% | -55.2% | +325.4% | +256.4% |
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