+185.7%
SOUN vs GPC
-2.2%
+187.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -18.1% | -0.4% | -17.7% | -18.0% |
| 3M | -12.3% | +39.2% | -51.5% | -26.5% |
| 6M | -18.6% | +18.2% | -36.8% | -25.9% |
| YTD | -34.1% | +12.1% | -46.2% | -39.4% |
| 1Y | -57.0% | -0.7% | -56.4% | -57.5% |
| 3Y | +185.7% | -1.7% | +187.3% | +161.1% |
| All | +185.7% | -2.2% | +187.9% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling