+34.6%
SOUN vs GGLL
+195.8%
-161.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -3.9% | -2.2% |
| 7D | -1.0% | +6.3% | -7.3% | -2.7% |
| 30D | -24.9% | -35.1% | +10.2% | -16.1% |
| 3M | -49.5% | -37.7% | -11.8% | -43.2% |
| 6M | -54.4% | -54.1% | -0.3% | -44.8% |
| YTD | -59.4% | -29.4% | -30.0% | -57.5% |
| 1Y | -71.4% | -13.4% | -58.0% | -72.0% |
| 3Y | +134.1% | +158.3% | -24.2% | +67.7% |
| All | +34.6% | +195.8% | -161.3% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling