-16.5%
SOUN vs GFS
-10.6%
-6.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.4% |
| 7D | -7.1% | +3.8% | -11.0% | -9.0% |
| 30D | -15.4% | -11.7% | -3.7% | -10.0% |
| 3M | -10.6% | -41.8% | +31.2% | +16.2% |
| 6M | -19.6% | +6.6% | -26.3% | -29.1% |
| YTD | -37.2% | +34.6% | -71.9% | -53.3% |
| 1Y | -57.1% | +46.2% | -103.2% | -69.8% |
| 3Y | +178.2% | -20.3% | +198.5% | +168.5% |
| All | -16.5% | -10.6% | -6.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling