+60.6%
GGLL vs WOLF
+57.5%
+3.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.6% | -8.0% | -2.8% |
| 7D | -4.8% | +9.7% | -14.4% | -5.6% |
| 30D | -13.7% | +12.5% | -26.2% | -15.5% |
| 3M | -21.9% | -57.7% | +35.9% | -16.2% |
| 6M | +11.7% | +37.7% | -26.0% | +5.5% |
| YTD | +2.3% | +62.8% | -60.6% | -2.9% |
| All | +60.6% | +57.5% | +3.1% | +51.2% |
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