-52.0%
SOUN vs GPC
+4.5%
-56.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.2% | -7.6% |
| 7D | -15.5% | -1.3% | -14.2% | -14.9% |
| 30D | -26.2% | -6.0% | -20.2% | -24.1% |
| 3M | -51.4% | -7.6% | -43.7% | -49.6% |
| 6M | -55.3% | +24.2% | -79.6% | -61.5% |
| YTD | -63.9% | +2.7% | -66.6% | -65.9% |
| 1Y | -72.8% | +0.2% | -73.0% | -74.0% |
| 3Y | +101.1% | -0.8% | +101.9% | +84.5% |
| All | -52.0% | +4.5% | -56.5% | -61.1% |
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 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