-53.5%
SOUN vs GLDM
+104.8%
-158.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -15.1% | -4.6% | -10.5% | -13.7% |
| 30D | -23.0% | -5.5% | -17.5% | -21.4% |
| 3M | -53.3% | -10.9% | -42.5% | -51.6% |
| 6M | -58.6% | -17.3% | -41.2% | -56.5% |
| YTD | -65.0% | -10.2% | -54.8% | -62.5% |
| 1Y | -71.4% | -6.9% | -64.5% | -69.3% |
| 3Y | +75.4% | +98.7% | -23.3% | +144.3% |
| All | -53.5% | +104.8% | -158.3% | -51.5% |
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 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