-12.4%
SOUN vs GFS
-14.1%
+1.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | -4.1% | +2.6% | -6.7% | -5.4% |
| 30D | -18.1% | -16.4% | -1.7% | -10.3% |
| 3M | -12.3% | -41.6% | +29.3% | +13.8% |
| 6M | -18.6% | -3.7% | -14.9% | -24.0% |
| YTD | -34.1% | +29.3% | -63.4% | -49.9% |
| 1Y | -57.0% | +37.1% | -94.2% | -68.7% |
| 3Y | +185.7% | -22.1% | +207.8% | +179.3% |
| All | -12.4% | -14.1% | +1.7% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling