-46.0%
SOUN vs GLDM
+118.7%
-164.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -2.0% |
| 7D | -1.0% | +5.0% | -6.0% | -2.5% |
| 30D | -24.9% | -1.3% | -23.6% | -24.5% |
| 3M | -49.5% | -4.7% | -44.8% | -48.8% |
| 6M | -54.4% | -12.4% | -42.0% | -53.1% |
| YTD | -59.4% | -4.1% | -55.3% | -57.4% |
| 1Y | -71.4% | +3.3% | -74.7% | -69.8% |
| 3Y | +134.1% | +110.9% | +23.2% | +216.8% |
| All | -46.0% | +118.7% | -164.7% | -44.9% |
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