-10.1%
SOUN vs GLDM
+134.3%
-144.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | +4.8% | +4.4% | +0.4% | +3.6% |
| 3M | -15.9% | -1.1% | -14.8% | -15.9% |
| 6M | -17.4% | -13.7% | -3.7% | -16.2% |
| YTD | -32.4% | +2.8% | -35.2% | -30.5% |
| 1Y | -49.3% | +24.8% | -74.1% | -45.7% |
| 3Y | +167.5% | +127.8% | +39.6% | +259.2% |
| All | -10.1% | +134.3% | -144.4% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling