+29.2%
GDXJ vs WOLF
+39.8%
-10.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.7% | +3.8% | -2.9% |
| 7D | -6.2% | -6.2% | 0.0% | -5.5% |
| 30D | +4.6% | -16.5% | +21.1% | +6.8% |
| 3M | +31.3% | -42.0% | +73.3% | +37.8% |
| 6M | -10.7% | +51.8% | -62.5% | -17.8% |
| YTD | +9.1% | +44.6% | -35.5% | +0.5% |
| All | +29.2% | +39.8% | -10.6% | +17.6% |
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