-16.5%
SOUN vs GFI
+288.3%
-304.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -7.1% | -4.9% | -2.3% | -6.7% |
| 30D | -15.4% | +10.7% | -26.1% | -16.1% |
| 3M | -10.6% | +25.6% | -36.2% | -12.2% |
| 6M | -19.6% | -8.3% | -11.4% | -20.2% |
| YTD | -37.2% | +6.3% | -43.5% | -37.4% |
| 1Y | -57.1% | +22.1% | -79.1% | -57.0% |
| 3Y | +178.2% | +289.2% | -111.0% | +203.3% |
| All | -16.5% | +288.3% | -304.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling