+75.4%
SOUN vs GPC
+0.2%
+75.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -15.1% | +0.4% | -15.5% | -15.2% |
| 30D | -23.0% | -6.3% | -16.7% | -20.9% |
| 3M | -53.3% | -8.2% | -45.2% | -51.8% |
| 6M | -58.6% | +27.1% | -85.6% | -64.0% |
| YTD | -65.0% | +3.1% | -68.1% | -66.8% |
| 1Y | -71.4% | +0.1% | -71.5% | -72.4% |
| 3Y | +75.4% | +0.2% | +75.2% | +49.1% |
| All | +75.4% | +0.2% | +75.2% | +49.1% |
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