+174.0%
SOUN vs GLDM
+128.8%
+45.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -5.2% | -0.5% | -4.7% | -4.9% |
| 30D | +4.8% | +4.4% | +0.4% | +2.2% |
| 3M | -15.9% | -1.1% | -14.8% | -15.5% |
| 6M | -17.4% | -13.7% | -3.7% | -11.8% |
| YTD | -32.4% | +2.8% | -35.2% | -32.2% |
| 1Y | -49.3% | +24.8% | -74.1% | -51.6% |
| All | +174.0% | +128.8% | +45.2% | +73.6% |
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