-12.4%
SOUN vs GME
-42.0%
+29.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -18.1% | -1.4% | -16.7% | -17.8% |
| 3M | -12.3% | -15.1% | +2.9% | -9.2% |
| 6M | -18.6% | -22.5% | +3.9% | -13.9% |
| YTD | -34.1% | -5.9% | -28.2% | -33.3% |
| 1Y | -57.0% | -18.6% | -38.4% | -55.2% |
| 3Y | +185.7% | +6.7% | +179.0% | +95.9% |
| All | -12.4% | -42.0% | +29.6% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling