+118.3%
SOUN vs GGLL
+328.4%
-210.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -4.1% | +1.9% | -6.0% | -4.6% |
| 30D | -18.1% | -9.7% | -8.3% | -15.8% |
| 3M | -12.3% | -18.0% | +5.7% | -8.8% |
| 6M | -18.6% | +15.3% | -33.8% | -24.4% |
| YTD | -34.1% | +2.2% | -36.3% | -37.0% |
| 1Y | -57.0% | +73.1% | -130.1% | -65.2% |
| 3Y | +185.7% | +242.7% | -57.0% | +88.9% |
| All | +118.3% | +328.4% | -210.1% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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