-10.1%
SOUN vs GD
+61.9%
-72.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.3% |
| 7D | -5.2% | -5.3% | +0.1% | -1.4% |
| 30D | +4.8% | -6.4% | +11.2% | +10.1% |
| 3M | -15.9% | +5.7% | -21.6% | -19.6% |
| 6M | -17.4% | -0.9% | -16.5% | -17.1% |
| YTD | -32.4% | +8.2% | -40.6% | -36.6% |
| 1Y | -49.3% | +13.4% | -62.7% | -54.1% |
| 3Y | +167.5% | +68.5% | +99.0% | +84.8% |
| All | -10.1% | +61.9% | -72.0% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling