+18.9%
GGLL vs WOLF
+47.3%
-28.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.8% | +4.0% |
| 7D | +11.5% | +30.2% | -18.7% | +8.0% |
| 30D | -31.2% | -7.2% | -24.0% | -31.0% |
| 3M | -28.7% | -16.4% | -12.3% | -28.1% |
| 6M | -47.2% | -50.7% | +3.5% | -44.8% |
| YTD | -24.3% | +52.3% | -76.5% | -28.1% |
| 1Y | -12.0% | +35.6% | -47.6% | -16.7% |
| All | +18.9% | +47.3% | -28.4% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling