-46.4%
GFS vs WOLF
-26.8%
-19.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +16.8% | -10.6% | +0.2% |
| 7D | -7.8% | +8.2% | -16.1% | -10.7% |
| 30D | -19.7% | -24.2% | +4.5% | -12.9% |
| 3M | -23.1% | -13.8% | -9.3% | -22.3% |
| 6M | -46.4% | -44.8% | -1.6% | -38.4% |
| All | -46.4% | -26.8% | -19.6% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling