+178.2%
SOUN vs GH
+363.0%
-184.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -7.1% | -2.5% | -4.6% | -6.1% |
| 30D | -15.4% | -4.7% | -10.7% | -13.9% |
| 3M | -10.6% | +20.2% | -30.8% | -18.6% |
| 6M | -19.6% | +78.8% | -98.4% | -40.1% |
| YTD | -37.2% | +54.1% | -91.3% | -50.1% |
| 1Y | -57.1% | +177.1% | -234.1% | -75.6% |
| 3Y | +178.2% | +371.6% | -193.4% | +16.7% |
| All | +178.2% | +363.0% | -184.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling