+9.0%
GD vs WOLF
+32.2%
-23.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +16.8% | -17.5% | -0.5% |
| 7D | -5.0% | +8.2% | -13.2% | -4.9% |
| 30D | +8.9% | -24.2% | +33.1% | +8.9% |
| 3M | -8.0% | -13.8% | +5.7% | -8.1% |
| 6M | +2.9% | -44.8% | +47.7% | +2.5% |
| YTD | +7.1% | +36.6% | -29.6% | +4.4% |
| 1Y | +5.9% | +27.6% | -21.6% | +3.3% |
| All | +9.0% | +32.2% | -23.2% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling