+179.1%
SOUN vs GTLB
-10.3%
+189.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -4.1% |
| 7D | -6.8% | -4.1% | -2.7% | -5.0% |
| 30D | -15.2% | +12.3% | -27.6% | -20.6% |
| 3M | -7.0% | +65.9% | -72.9% | -29.5% |
| 6M | -20.5% | +104.0% | -124.5% | -46.4% |
| YTD | -37.0% | +26.0% | -63.0% | -46.5% |
| 1Y | -55.3% | -3.5% | -51.8% | -57.2% |
| All | +179.1% | -10.3% | +189.4% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling