+21.9%
GFS vs WOLF
+60.4%
-38.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.7% |
| 7D | +2.6% | +9.8% | -7.1% | +0.4% |
| 30D | -16.4% | -12.1% | -4.3% | -14.1% |
| 3M | -41.6% | -47.9% | +6.3% | -34.8% |
| 6M | -3.7% | +74.3% | -78.0% | -10.2% |
| YTD | +29.3% | +65.9% | -36.6% | +20.7% |
| All | +21.9% | +60.4% | -38.5% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling