-16.3%
SOUN vs GPN
-33.1%
+16.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.8% | -3.9% |
| 7D | -6.8% | -3.5% | -3.3% | -5.3% |
| 30D | -15.2% | +3.1% | -18.4% | -16.6% |
| 3M | -7.0% | +42.3% | -49.3% | -22.9% |
| 6M | -20.5% | +20.9% | -41.4% | -28.3% |
| YTD | -37.0% | +15.2% | -52.2% | -42.4% |
| 1Y | -55.3% | +5.4% | -60.7% | -57.5% |
| 3Y | +173.0% | -27.4% | +200.4% | +192.3% |
| All | -16.3% | -33.1% | +16.9% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling