-16.5%
SOUN vs GME
-35.1%
+18.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.1% |
| 7D | -7.1% | +10.4% | -17.5% | -9.2% |
| 30D | -15.4% | +14.1% | -29.5% | -17.9% |
| 3M | -10.6% | -4.6% | -5.9% | -9.8% |
| 6M | -19.6% | -13.5% | -6.1% | -17.1% |
| YTD | -37.2% | +5.3% | -42.5% | -38.1% |
| 1Y | -57.1% | -14.9% | -42.2% | -55.7% |
| 3Y | +178.2% | +24.3% | +154.0% | +82.7% |
| All | -16.5% | -35.1% | +18.5% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling