+34.6%
GDXJ vs WOLF
+51.6%
-17.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.9% | +2.1% |
| 7D | +0.9% | +2.4% | -1.4% | +0.5% |
| 30D | +8.8% | -6.9% | +15.7% | +9.4% |
| 3M | +29.8% | -44.1% | +73.9% | +37.1% |
| 6M | -5.8% | +53.6% | -59.4% | -13.7% |
| YTD | +13.6% | +56.7% | -43.1% | +3.5% |
| All | +34.6% | +51.6% | -17.0% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling