+2.5%
GAP vs WOLF
+37.9%
-35.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.5% |
| 7D | -1.9% | +4.4% | -6.3% | -2.2% |
| 30D | -7.1% | +1.0% | -8.1% | -7.3% |
| 3M | +4.1% | -21.2% | +25.3% | +4.8% |
| 6M | +1.9% | -60.3% | +62.3% | +6.3% |
| YTD | -15.2% | +42.6% | -57.8% | -21.3% |
| 1Y | -10.6% | +36.5% | -47.1% | -17.1% |
| All | +2.5% | +37.9% | -35.4% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling