+4.7%
GFS vs WOLF
+32.2%
-27.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +16.8% | -10.6% | +2.1% |
| 7D | -7.8% | +8.2% | -16.1% | -9.7% |
| 30D | -19.7% | -24.2% | +4.5% | -15.1% |
| 3M | -23.1% | -13.8% | -9.3% | -22.0% |
| 6M | -46.4% | -44.8% | -1.6% | -40.0% |
| YTD | +11.0% | +36.6% | -25.6% | +6.8% |
| 1Y | +12.6% | +27.6% | -14.9% | +8.5% |
| All | +4.7% | +32.2% | -27.5% | -1.5% |
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