-47.9%
SOUN vs GLDM
+110.4%
-158.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -9.5% | -2.0% | -7.5% | -8.9% |
| 30D | -21.3% | -4.4% | -16.9% | -20.1% |
| 3M | -47.2% | -8.8% | -38.4% | -45.7% |
| 6M | -53.7% | -15.9% | -37.8% | -51.8% |
| YTD | -60.8% | -7.7% | -53.1% | -58.4% |
| 1Y | -70.9% | -3.6% | -67.3% | -69.0% |
| 3Y | +118.4% | +105.2% | +13.2% | +203.0% |
| All | -47.9% | +110.4% | -158.3% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling