-47.9%
SOUN vs GPC
+5.3%
-53.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -9.5% | -2.1% | -7.4% | -8.5% |
| 30D | -21.3% | -4.5% | -16.8% | -19.7% |
| 3M | -47.2% | -7.7% | -39.6% | -45.4% |
| 6M | -53.7% | +24.3% | -78.0% | -60.1% |
| YTD | -60.8% | +3.5% | -64.3% | -63.1% |
| 1Y | -70.9% | +0.7% | -71.7% | -72.2% |
| 3Y | +118.4% | 0.0% | +118.5% | +99.6% |
| All | -47.9% | +5.3% | -53.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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