-48.4%
SOUN vs GLDM
+113.0%
-161.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.6% |
| 7D | -6.1% | +2.9% | -8.9% | -6.9% |
| 30D | -28.2% | -3.9% | -24.3% | -27.2% |
| 3M | -48.1% | -8.1% | -40.0% | -46.8% |
| 6M | -56.4% | -14.7% | -41.7% | -54.8% |
| YTD | -61.2% | -6.6% | -54.6% | -59.0% |
| 1Y | -73.1% | -2.1% | -71.1% | -71.5% |
| 3Y | +116.2% | +107.7% | +8.5% | +198.8% |
| All | -48.4% | +113.0% | -161.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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