-53.5%
SOUN vs GME
-20.6%
-32.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -15.1% | +2.9% | -18.0% | -15.6% |
| 30D | -23.0% | -4.8% | -18.2% | -22.1% |
| 3M | -53.3% | +39.2% | -92.5% | -56.8% |
| 6M | -58.6% | +17.1% | -75.6% | -60.3% |
| YTD | -65.0% | +28.7% | -93.7% | -67.1% |
| 1Y | -71.4% | +23.3% | -94.8% | -72.9% |
| 3Y | +75.4% | +112.9% | -37.6% | -4.5% |
| All | -53.5% | -20.6% | -32.8% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling