+3.2%
GAP vs WOLF
+51.6%
-48.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +1.0% | -4.3% |
| 7D | -3.2% | +2.4% | -5.5% | -3.3% |
| 30D | -0.7% | -6.9% | +6.2% | -0.5% |
| 3M | -0.5% | -44.1% | +43.6% | +2.5% |
| 6M | -5.0% | +53.6% | -58.6% | -11.6% |
| YTD | -14.7% | +56.7% | -71.4% | -20.8% |
| All | +3.2% | +51.6% | -48.4% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling