-47.9%
SOUN vs GD
+66.2%
-114.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -9.5% | +0.6% | -10.1% | -10.0% |
| 30D | -21.3% | +9.5% | -30.8% | -26.7% |
| 3M | -47.2% | -5.8% | -41.4% | -45.3% |
| 6M | -53.7% | +7.7% | -61.5% | -56.8% |
| YTD | -60.8% | +11.1% | -71.8% | -64.2% |
| 1Y | -70.9% | +6.1% | -77.0% | -72.4% |
| 3Y | +118.4% | +59.8% | +58.6% | +54.5% |
| All | -47.9% | +66.2% | -114.1% | -57.1% |
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