+8.3%
GAP vs WOLF
+57.5%
-49.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | +0.2% |
| 7D | -4.5% | +9.7% | -14.1% | -5.0% |
| 30D | +9.0% | +12.5% | -3.5% | +7.6% |
| 3M | +5.0% | -57.7% | +62.7% | +10.4% |
| 6M | -17.8% | +37.7% | -55.5% | -22.8% |
| YTD | -10.4% | +62.8% | -73.2% | -17.0% |
| All | +8.3% | +57.5% | -49.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling