-16.5%
SOUN vs GDDY
+13.5%
-30.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.3% |
| 7D | -7.1% | -3.2% | -3.9% | -5.6% |
| 30D | -15.4% | +6.8% | -22.2% | -19.7% |
| 3M | -10.6% | +30.5% | -41.0% | -30.3% |
| 6M | -19.6% | +13.3% | -33.0% | -31.3% |
| YTD | -37.2% | -21.0% | -16.2% | -29.8% |
| 1Y | -57.1% | -34.0% | -23.1% | -44.1% |
| 3Y | +178.2% | +33.1% | +145.2% | +133.0% |
| All | -16.5% | +13.5% | -30.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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