+220.3%
GS vs SOUN
-58.7%
+279.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.9% | +6.5% | -1.1% |
| 7D | +5.1% | -15.5% | +20.6% | +5.9% |
| 30D | +2.4% | -26.2% | +28.7% | +3.8% |
| 3M | -11.5% | -51.4% | +39.9% | -8.7% |
| 6M | -2.5% | -55.3% | +52.8% | +0.8% |
| YTD | +5.5% | -63.9% | +69.3% | +9.5% |
| 1Y | +11.0% | -72.8% | +83.8% | +16.5% |
| 3Y | +200.1% | +101.1% | +99.0% | +189.9% |
| All | +220.3% | -58.7% | +279.0% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling