+116.2%
SOUN vs GLDM
+106.4%
+9.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -2.8% |
| 7D | -6.1% | +2.9% | -8.9% | -7.7% |
| 30D | -28.2% | -3.9% | -24.3% | -26.3% |
| 3M | -48.1% | -8.1% | -40.0% | -45.4% |
| 6M | -56.4% | -14.7% | -41.7% | -52.2% |
| YTD | -61.2% | -6.6% | -54.6% | -58.8% |
| 1Y | -73.1% | -2.1% | -71.1% | -72.1% |
| 3Y | +116.2% | +107.7% | +8.5% | +13.5% |
| All | +116.2% | +106.4% | +9.8% | +13.5% |
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