+178.2%
SOUN vs GPN
-27.6%
+205.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -7.1% | -4.6% | -2.5% | -4.7% |
| 30D | -15.4% | -0.3% | -15.1% | -15.5% |
| 3M | -10.6% | +35.4% | -46.0% | -27.0% |
| 6M | -19.6% | +21.7% | -41.3% | -29.6% |
| YTD | -37.2% | +14.9% | -52.1% | -43.6% |
| 1Y | -57.1% | +3.2% | -60.3% | -58.9% |
| 3Y | +178.2% | -27.1% | +205.4% | +197.5% |
| All | +178.2% | -27.6% | +205.8% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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