-16.5%
SOUN vs GSK
+27.0%
-43.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.1% | -3.5% | -3.6% | -7.0% |
| 30D | -15.4% | -3.4% | -12.0% | -15.3% |
| 3M | -10.6% | -8.1% | -2.4% | -10.3% |
| 6M | -19.6% | -11.1% | -8.5% | -19.2% |
| YTD | -37.2% | +0.7% | -38.0% | -37.5% |
| 1Y | -57.1% | +20.1% | -77.2% | -58.0% |
| 3Y | +178.2% | +46.1% | +132.1% | +172.8% |
| All | -16.5% | +27.0% | -43.5% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling