-12.2%
GGLL vs WOLF
-3.0%
-9.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +6.3% |
| 7D | -23.1% | -14.5% | -8.7% | -21.4% |
| 30D | -32.9% | -32.0% | -0.9% | -29.8% |
| 3M | -44.9% | -15.8% | -29.1% | -44.5% |
| 6M | -49.5% | -36.6% | -12.9% | -48.5% |
| YTD | -28.9% | +30.9% | -59.8% | -34.2% |
| 1Y | -12.2% | +4.1% | -16.3% | -17.7% |
| All | -12.2% | -3.0% | -9.2% | -17.7% |
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 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