+130.9%
SOUN vs GLDM
+104.2%
+26.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.0% |
| 7D | -2.6% | +4.7% | -7.3% | -5.3% |
| 30D | -27.0% | -0.9% | -26.1% | -26.5% |
| 3M | -41.9% | -4.3% | -37.6% | -40.3% |
| 6M | -56.1% | -13.4% | -42.7% | -52.4% |
| YTD | -58.8% | -5.8% | -53.0% | -56.5% |
| 1Y | -71.1% | +2.1% | -73.2% | -70.5% |
| 3Y | +130.9% | +105.0% | +25.9% | +27.5% |
| All | +130.9% | +104.2% | +26.7% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling