+75.4%
SOUN vs GD
+58.2%
+17.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -15.1% | +2.7% | -17.7% | -16.7% |
| 30D | -23.0% | +8.6% | -31.6% | -28.2% |
| 3M | -53.3% | -7.1% | -46.3% | -50.8% |
| 6M | -58.6% | +7.5% | -66.0% | -61.5% |
| YTD | -65.0% | +9.9% | -74.9% | -68.1% |
| 1Y | -71.4% | +7.6% | -79.0% | -73.4% |
| 3Y | +75.4% | +56.2% | +19.2% | +19.1% |
| All | +75.4% | +58.2% | +17.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling