+12.4%
GFS vs WOLF
+37.9%
-25.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -1.1% |
| 7D | +7.4% | +4.4% | +3.0% | +6.2% |
| 30D | -15.3% | +1.0% | -16.3% | -15.8% |
| 3M | -21.1% | -21.2% | +0.1% | -18.3% |
| 6M | -44.5% | -60.3% | +15.9% | -35.6% |
| YTD | +19.2% | +42.6% | -23.4% | +13.4% |
| 1Y | +27.2% | +36.5% | -9.3% | +21.0% |
| All | +12.4% | +37.9% | -25.5% | +4.6% |
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