+13.4%
GFI vs WOLF
+39.8%
-26.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.7% | +4.9% | -1.8% |
| 7D | -5.1% | -6.2% | +1.1% | -4.4% |
| 30D | +13.4% | -16.5% | +29.9% | +15.6% |
| 3M | +36.2% | -42.0% | +78.3% | +43.6% |
| 6M | -9.8% | +51.8% | -61.6% | -14.9% |
| YTD | +7.7% | +44.6% | -36.9% | +1.8% |
| All | +13.4% | +39.8% | -26.4% | +6.7% |
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