-13.6%
SOUN vs GPC
+15.0%
-28.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | -13.1% | +1.3% | -14.4% | -13.8% |
| 3M | -7.7% | +37.1% | -44.8% | -23.5% |
| 6M | -21.2% | +23.2% | -44.4% | -30.9% |
| YTD | -35.0% | +13.1% | -48.1% | -41.2% |
| 1Y | -56.4% | +0.9% | -57.2% | -57.5% |
| 3Y | +181.7% | -0.8% | +182.5% | +162.4% |
| All | -13.6% | +15.0% | -28.6% | -33.0% |
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