-48.4%
SOUN vs GD
+66.3%
-114.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.4% |
| 7D | -6.1% | -1.9% | -4.2% | -5.0% |
| 30D | -28.2% | +10.9% | -39.1% | -33.8% |
| 3M | -48.1% | -6.8% | -41.4% | -45.8% |
| 6M | -56.4% | +7.0% | -63.4% | -59.1% |
| YTD | -61.2% | +11.1% | -72.3% | -64.5% |
| 1Y | -73.1% | +7.0% | -80.2% | -74.7% |
| 3Y | +116.2% | +59.9% | +56.3% | +52.9% |
| All | -48.4% | +66.3% | -114.7% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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