-16.5%
SOUN vs GTLB
-7.0%
-9.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -7.1% | -5.7% | -1.4% | -5.3% |
| 30D | -15.4% | +15.1% | -30.5% | -19.8% |
| 3M | -10.6% | +65.5% | -76.0% | -26.0% |
| 6M | -19.6% | +102.9% | -122.5% | -38.3% |
| YTD | -37.2% | +25.2% | -62.4% | -43.6% |
| 1Y | -57.1% | -5.5% | -51.5% | -58.1% |
| 3Y | +178.2% | -10.9% | +189.1% | +173.9% |
| All | -16.5% | -7.0% | -9.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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