+8.1%
GGLL vs WOLF
+32.2%
-24.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +16.8% | -15.5% | -0.5% |
| 7D | +3.1% | +8.2% | -5.1% | +2.0% |
| 30D | -36.3% | -24.2% | -12.2% | -34.7% |
| 3M | -40.4% | -13.8% | -26.6% | -40.2% |
| 6M | -54.6% | -44.8% | -9.8% | -52.9% |
| YTD | -31.1% | +36.6% | -67.8% | -33.8% |
| 1Y | -19.2% | +27.6% | -46.7% | -22.3% |
| All | +8.1% | +32.2% | -24.1% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling