+11.5%
GD vs WOLF
+45.1%
-33.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.8% | -7.5% | +2.3% |
| 7D | -3.0% | +25.3% | -28.3% | -2.9% |
| 30D | +9.3% | -14.7% | +24.0% | +9.3% |
| 3M | -7.2% | -20.5% | +13.3% | -7.2% |
| 6M | +5.5% | -43.9% | +49.4% | +5.2% |
| YTD | +9.5% | +50.0% | -40.5% | +6.8% |
| 1Y | +6.4% | +45.5% | -39.1% | +3.6% |
| All | +11.5% | +45.1% | -33.6% | +8.5% |
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