-16.3%
SOUN vs GFI
+293.3%
-309.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.9% |
| 7D | -6.8% | -5.1% | -1.7% | -6.4% |
| 30D | -15.2% | +13.4% | -28.7% | -16.1% |
| 3M | -7.0% | +36.2% | -43.2% | -9.1% |
| 6M | -20.5% | -9.8% | -10.7% | -21.0% |
| YTD | -37.0% | +7.7% | -44.7% | -37.3% |
| 1Y | -55.3% | +27.2% | -82.5% | -55.2% |
| 3Y | +173.0% | +300.3% | -127.3% | +197.9% |
| All | -16.3% | +293.3% | -309.6% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling