+13.1%
GD vs WOLF
+45.7%
-32.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -1.9% | +17.0% | -18.9% | -1.8% |
| 30D | +10.9% | -14.3% | +25.2% | +10.9% |
| 3M | -6.8% | -10.5% | +3.7% | -6.8% |
| 6M | +7.0% | -43.7% | +50.7% | +6.7% |
| YTD | +11.1% | +50.7% | -39.5% | +8.4% |
| 1Y | +7.0% | +46.7% | -39.7% | +4.2% |
| All | +13.1% | +45.7% | -32.6% | +10.1% |
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 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