-16.3%
SOUN vs GFS
-12.4%
-3.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.8% | +3.2% | -10.0% | -8.4% |
| 30D | -15.2% | -9.6% | -5.7% | -11.0% |
| 3M | -7.0% | -38.5% | +31.5% | +17.4% |
| 6M | -20.5% | -1.3% | -19.2% | -26.8% |
| YTD | -37.0% | +31.8% | -68.8% | -52.6% |
| 1Y | -55.3% | +44.6% | -99.9% | -68.4% |
| 3Y | +173.0% | -20.6% | +193.7% | +164.2% |
| All | -16.3% | -12.4% | -3.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling