-12.4%
SOUN vs GTLB
-6.7%
-5.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -0.7% |
| 7D | -4.1% | +4.6% | -8.7% | -5.8% |
| 30D | -18.1% | +21.0% | -39.1% | -23.8% |
| 3M | -12.3% | +51.7% | -64.0% | -25.1% |
| 6M | -18.6% | +89.3% | -107.9% | -36.0% |
| YTD | -34.1% | +25.6% | -59.7% | -40.9% |
| 1Y | -57.0% | -1.5% | -55.5% | -58.6% |
| 3Y | +185.7% | -9.9% | +195.6% | +180.6% |
| All | -12.4% | -6.7% | -5.7% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling