+15.1%
GDX vs WOLF
+45.7%
-30.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.5% |
| 7D | +11.5% | +17.0% | -5.5% | +9.0% |
| 30D | -3.1% | -14.3% | +11.2% | -1.9% |
| 3M | -4.4% | -10.5% | +6.1% | -4.5% |
| 6M | -8.6% | -43.7% | +35.1% | -5.3% |
| YTD | +0.8% | +50.7% | -49.8% | -7.3% |
| 1Y | +14.7% | +46.7% | -32.0% | +5.2% |
| All | +15.1% | +45.7% | -30.7% | +4.3% |
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