-10.1%
SOUN vs GPC
+17.5%
-27.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -5.2% | +1.2% | -6.4% | -5.8% |
| 30D | +4.8% | +6.0% | -1.1% | +1.9% |
| 3M | -15.9% | +42.6% | -58.5% | -31.9% |
| 6M | -17.4% | +22.8% | -40.2% | -27.3% |
| YTD | -32.4% | +15.5% | -47.8% | -39.5% |
| 1Y | -49.3% | +2.0% | -51.3% | -50.9% |
| 3Y | +167.5% | -1.4% | +168.9% | +151.6% |
| All | -10.1% | +17.5% | -27.6% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling