+123.9%
SOUN vs GGLL
+328.7%
-204.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -5.2% | -4.8% | -0.4% | -3.9% |
| 30D | +4.8% | -13.7% | +18.5% | +8.9% |
| 3M | -15.9% | -21.9% | +6.0% | -11.2% |
| 6M | -17.4% | +11.7% | -29.1% | -22.6% |
| YTD | -32.4% | +2.3% | -34.7% | -35.4% |
| 1Y | -49.3% | +76.2% | -125.5% | -59.1% |
| 3Y | +167.5% | +245.0% | -77.5% | +76.8% |
| All | +123.9% | +328.7% | -204.8% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling